Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs

DOI10.1142/9789811202391_0036zbMath1454.91253OpenAlexW2765775975MaRDI QIDQ5139444

Fathi Abid, Bilel Kaffel

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0036

zbMATH Keywords

wavelet correlationwavelet coherenceinternational stock market linkagewavelet multiple cross-correlation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Financial markets (91G15)

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