Wavelet analysis of the co-movement and lead-lag effect among multi-markets (Q2151776)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Wavelet analysis of the co-movement and lead-lag effect among multi-markets
scientific article

    Statements

    Wavelet analysis of the co-movement and lead-lag effect among multi-markets (English)
    0 references
    0 references
    0 references
    0 references
    5 July 2022
    0 references
    0 references
    co-movement
    0 references
    lead-lag effect
    0 references
    wavelet analysis
    0 references
    morlet wavelet coherence
    0 references
    0 references