SlidingWindows

swMATH40981CRANSlidingWindowsMaRDI QIDQ1354321

Methods for Time Series Analysis

Ivan Costa Da Cunha Lima, Aloísio Machado Silva-filho, Everaldo Freitas Guedes, Gilney Figueira Zebende

Last update: 11 April 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.2.0

Source code repository: https://github.com/cran/SlidingWindows

Cites work

• An econophysics approach to study the effect of BREXIT referendum on European Union stock markets
• DCCA cross-correlation coefficient with sliding windows approach
• Detrended multiple cross-correlation coefficient with sliding windows approach

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