Time-frequency analysis of crude oil and S\&P500 futures contracts (Q5745650)
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scientific article; zbMATH DE number 6252533
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| English | Time-frequency analysis of crude oil and S\&P500 futures contracts |
scientific article; zbMATH DE number 6252533 |
Statements
Time-frequency analysis of crude oil and S&P500 futures contracts (English)
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30 January 2014
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wavelets in finance
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comovements
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financial futures
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commodity prices
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cross-spectrum in finance
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0.7450681328773499
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0.7307644486427307
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0.7201985716819763
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0.7184703946113586
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0.7127533555030823
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