"Long-run wavelet-based correlation for financial time series."

Thomas Conlon, John Cotter, Ramazan Gencay (2018)

Details and statistics

DOI: 10.1016/J.EJOR.2018.05.028

access: closed

type: Journal Article

metadata version: 2020-10-26

a service of  Schloss Dagstuhl - Leibniz Center for Informatics