Time-localized wavelet multiple regression and correlation (Q83116)
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scientific article; zbMATH DE number 7546891
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-localized wavelet multiple regression and correlation |
scientific article; zbMATH DE number 7546891 |
Statements
492
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1226-1238
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February 2018
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23 June 2022
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Time-localized wavelet multiple regression and correlation (English)
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comovement dynamics
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euro zone
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local regression
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multiscale analysis
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multivariate time series
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non-stationary time series
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stock markets
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wavelet transform
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weighted least squares
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0.7520474195480347
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0.7374456524848938
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0.7361095547676086
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0.7340436577796936
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0.7315478324890137
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