Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods

DOI10.1007/s11071-019-04974-yzbMath1431.62660OpenAlexW2943143827WikidataQ125289520 ScholiaQ125289520MaRDI QIDQ127928

Josué M. Polanco-Martínez, Josué M. Polanco-Martínez

Publication date: 6 May 2019

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10810/47397

zbMATH Keywords

financial time serieseconophysicswavelet coherencenonlinear causalityrolling window Spearman correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Dynamical systems in optimization and economics (37N40)

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Uses Software

• SOWAS
• StFinMetrics
• W2CWM2C

Cites Work

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