DOI10.1016/j.jfranklin.2006.03.013zbMath1269.91061MaRDI QIDQ357984
Mohammad Hasan, M. Dambrine
Publication date: 15 August 2013 Published in: Journal of the Franklin Institute (Search for Journal in Brave) Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0016003206000639
zbMATH Keywords
return; correlations; MATLAB wavelet tool box; stock markets
Mathematics Subject Classification ID
91B84: Economic time series analysis
65T60: Numerical methods for wavelets
Uses Software