On the higher-order moment interdependence of stock and commodity markets : a wavelet coherence analysis
Walid M. A. Ahmed
| Year of publication: |
2022
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|---|---|
| Authors: | Ahmed, Walid M. A. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 83.2022, p. 135-151
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| Subject: | Commodity markets | Higher-order moments | Interdependence | Stock markets | Wavelet phase-difference | Aktienmarkt | Stock market | Rohstoffmarkt | Commodity market | Zustandsraummodell | State space model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258545