Search Results - subject:"Multiple wavelet coherence"

Exploring the dynamic link between FDI, remittances, and ecological footprint in Pakistan : evidence from partial and multiple wavelet based-analysis

Chishti, Muhammad Zubair - In: Research in globalization 6 (2023), pp. 1-16

's wavelet method. Simply, the recent paper employs Wavelet Coherence Transform (WCT), Partial and Multiple Wavelet Coherence …

Persistent link: https://www.econbiz.de/10014331235

Modeling and forecasting time series of precious metals: A new approach to multifractal data

Oral, Emrah; Unal, Gazanfer - In: Financial Innovation 5 (2019) 1, pp. 1-28

-movement dependencies of the time series are scrutinized on time-frequency space using multiple wavelet coherence analysis. Then, the … modeling. Our study's novelty lies in using a multifractal de-trended fluctuation analysis, along with multiple wavelet … coherence analysis, for forecasting purposes to an extent not seen before. The results will be of particular significance to …

Persistent link: https://www.econbiz.de/10012602819

Modeling and forecasting time series of precious metals : a new approach to multifractal data

Oral, Emrah; Unal, Gazanfer - In: Financial innovation : FIN 5 (2019) 22, pp. 1-28

-movement dependencies of the time series are scrutinized on time-frequency space using multiple wavelet coherence analysis. Then, the … modeling. Our study’s novelty lies in using a multifractal de-trended fluctuation analysis, along with multiple wavelet … coherence analysis, for forecasting purposes to an extent not seen before. The results will be of particular significance to …

Persistent link: https://www.econbiz.de/10012266929