Multiscale fluctuation features of the dynamic correlation between bivariate time series

DOI10.1155/2016/4742060zbMath1400.62181OpenAlexW2538733880WikidataQ59131376 ScholiaQ59131376MaRDI QIDQ1793209

Xiangyun Gao, Xiaoliang Jia, Meihui Jiang, Xiaoqi Sun, Haizhong An

Publication date: 12 October 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/4742060

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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