SlidingWindows

MaRDI QIDQ1354321swMATHCRANFDO

Authors Everaldo Freitas Guedes, Ivan Costa Da Cunha Lima, Gilney Figueira Zebende, Aloísio Machado Silva-filho

Last update 11 April 2021

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.0

Official website https://cran.r-project.org/web/packages/SlidingWindows/index.html

Source code repository https://github.com/cran/SlidingWindows

Cites work

• An econophysics approach to study the effect of BREXIT referendum on European Union stock markets
• DCCA cross-correlation coefficient with sliding windows approach
• Detrended multiple cross-correlation coefficient with sliding windows approach

This page was built for software: SlidingWindows