Wavelet-based correlation analysis of the key traded assets
Jozef Baruník, Evžen Kočenda and Lukas Vacha
| Year of publication: |
2014
|
|---|---|
| Authors: | Baruník, Jozef ; Kočenda, Evžen ; Vacha, Lukas |
| Published in: |
Wavelet applications in economics and finance. - Cham : Springer, ISBN 978-3-319-07060-5. - 2014, p. 157-183
|
| Subject: | Spekulation | Speculation | Korrelation | Correlation | Schätzung | Estimation | Zustandsraummodell | State space model | USA | United States | 1978-2012 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010411171