Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928)
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scientific article; zbMATH DE number 7169320
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| English | Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods |
scientific article; zbMATH DE number 7169320 |
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97
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1
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369-389
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6 May 2019
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18 February 2020
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Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (English)
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econophysics
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financial time series
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nonlinear causality
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rolling window Spearman correlation
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wavelet coherence
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0.82670623
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0.7978884
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0.78922725
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