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  • Search: subject:"Rolling window wavelet correlation"
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Year of publication
Subject
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Rolling window wavelet correlation 2 Causality 1 Causality analysis 1 Corporate Social Responsibility 1 Corporate social responsibility 1 Correlation 1 Cryptocurrency 1 High frequency analysis 1 Investment Fund 1 Investmentfonds 1 Kausalanalyse 1 Korrelation 1 Nachhaltige Kapitalanlage 1 Nonlinear multiscale causality 1 Oil price 1 Oil shocks 1 Portfolio selection 1 Portfolio-Management 1 Schock 1 Shock 1 Socially responsible funds 1 State space model 1 Sustainable investment 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 Zustandsraummodell 1 Ölpreis 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Ur Rehman, Mobeen 2 Al-Yahyaee, Khamis Hamed 1 Mensi, Walid 1 Muhammad Shafiullah 1 Nautiyal, Neeraj 1 Sensoy, Ahmet 1 Vo Xuan Vinh 1 Zeitun, Rami 1
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Published in...
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Financial innovation : FIN 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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The temporal variability in the returns of socially responsible funds to structural oil shocks
Ur Rehman, Mobeen; Nautiyal, Neeraj; Zeitun, Rami; Vo … - 2025
Persistent link: https://www.econbiz.de/10015374351
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High frequency multiscale relationships among major cryptocurrencies : portfolio management implications
Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21
, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC …
Persistent link: https://www.econbiz.de/10012705417
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