Decomposing time-frequency relationship between interest rates and share prices in India through wavelets
Year of publication: |
2013
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Authors: | Tiwari, Aviral Kumar |
Published in: |
Economia internazionale. - Genova : Inst., ISSN 0012-981X, ZDB-ID 1799-1. - Vol. 66.2013, 4, p. 515-531
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Subject: | Interest Rates | Share Prices | Time-Frequency Analysis | Wavelets | Cross Wavelets | Wavelet Coherency | Zins | Interest rate | Zustandsraummodell | State space model | Indien | India | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Fourier-Analyse | Fourier analysis |
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