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Wavelet analysis of the co-movement and lead-lag effect among multi-markets - MaRDI portal

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Wavelet analysis of the co-movement and lead-lag effect among multi-markets (Q2151776)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Wavelet analysis of the co-movement and lead-lag effect among multi-markets
scientific article

    Statements

    title
    Wavelet analysis of the co-movement and lead-lag effect among multi-markets (English)
    0 references
    author
    Qi Sun
    0 references
    Weidong Xu
    0 references
    published in
    Physica A
    0 references
    publication date
    5 July 2022
    0 references
    zbMATH Keywords
    co-movement
    0 references
    lead-lag effect
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    wavelet analysis
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    morlet wavelet coherence
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    Identifiers

    zbMATH DE Number
    7553465
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    OpenAlex ID
    W2886178029
    0 references
     
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