Long-run wavelet-based correlation for financial time series (Q724160)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Long-run wavelet-based correlation for financial time series |
scientific article; zbMATH DE number 6910127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-run wavelet-based correlation for financial time series |
scientific article; zbMATH DE number 6910127 |
Statements
Long-run wavelet-based correlation for financial time series (English)
0 references
25 July 2018
0 references
decision analysis
0 references
long-run
0 references
correlation
0 references
wavelet
0 references
portfolio allocation
0 references
0 references
0 references
0 references
0 references
0.90359414
0 references
0.89210474
0 references
0.8838421
0 references
0.88267726
0 references
0.86480796
0 references
0.86080384
0 references
