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

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

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Publication:2151776

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DOI10.1016/J.PHYSA.2018.08.102OpenAlexW2886178029MaRDI QIDQ2151776

Weidong Xu, Qi Sun

Publication date: 5 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.08.102

zbMATH Keywords

wavelet analysis co-movement lead-lag effect morlet wavelet coherence

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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