RolWinWavCor

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Estimate Rolling Window Wavelet Correlation Between Two Time Series

Josué M. Polanco-Martínez

Last update: 13 March 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.4.0

Cites work

• A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test

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