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Wavelet analysis of stock returns and aggregate economic activity - MaRDI portal

Wavelet analysis of stock returns and aggregate economic activity (Q1023637)

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scientific article; zbMATH DE number 5564687
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English
Wavelet analysis of stock returns and aggregate economic activity
scientific article; zbMATH DE number 5564687

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    Wavelet analysis of stock returns and aggregate economic activity (English)
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    12 June 2009
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    stock markets
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    industrial production
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    wavelet variance
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    wavelet cross-correlation
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