Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 4, 2012, Pages 1097-1104

  Fernández Macho, Javier ^a  

^a UNIVERSITY OF THE BASQUE COUNTRY UPV EHU   (Spain)

Author keywords

MODWT; Multiscale analysis; Multivariate analysis; Returns; Stock markets; Wavelet transform

Indexed keywords

COMMERCE; FINANCIAL MARKETS; STATISTICAL MECHANICS; WAVELET TRANSFORMS;

CROSS CORRELATIONS; LINEAR RELATIONSHIPS; MODWT; MULTI SCALE ANALYSIS; MULTI VARIATE ANALYSIS; MULTIPLE CORRELATION; RETURNS; WAVELET STATISTICS;

MULTIVARIANT ANALYSIS;

EID: 84655174999     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.11.002     Document Type: Article

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