Wavelets based multiscale analysis of select global equity returns
Avishek Bhandari
| Year of publication: |
2017
|
|---|---|
| Authors: | Bhandari, Avishek |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 24.2017, 4, p. 75-88
|
| Subject: | wavelets | wavelet cross-correlation | multiresolution analysis | Daubechies filter | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795200