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Search: subject:"Rolling window wavelet correlation"
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Rolling window wavelet correlation
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ECONIS (ZBW)
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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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2
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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