This article is devoted to the problem of the detection of overt or tacit collusion equilibrium in the context of the choice of the appropriate econometric method, a choice that is determined by the amount of information that the observer possesses. The author addresses this problem in two...

This article is devoted to the problem of the detection of overt or tacit collusion equilibrium in the context of the choice of the appropriate econometric method, a choice that is determined by the amount of information that the observer possesses. The author addresses this problem in two...

In the paper we suggest a wavelet methodology of asset classification into defensive and cyclical groups. We demonstrate that such tools of bivariate wavelet analysis like wavelet gain, coherency, phase-locking value, and amplitude correlation together with term structures of risk defined via...