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  • Search: subject:"frequency-time scale domain"
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Year of publication
Subject
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continuous wavelet transform 1 cross-wavelet 1 frequency-time scale domain 1 stock market comovement 1 wavelet coherency 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Majid, Hamdan Abdul 1 Masih, Mansur 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis
Masih, Mansur; Majid, Hamdan Abdul - Volkswirtschaftliche Fakultät, … - 2013
correlations on the frequency-time scale domain using continuous wavelet coherency is appealing and can be an important tool in …
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