Wavelet-Based Correlation Analysis of the Key Traded Assets
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., prof. Ing. Evžen Kočenda M.A., Ph.D., DSc., Mgr. Lukáš Vácha Ph.D., |
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| Type: | Chapter in book |
| Year: | 2014 |
| Number: | 0 |
| ISSN / ISBN: | 978-3-319-07061-2 |
| Published in: | Springer |
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| Suggested Citation: | Baruník, J., Kočenda, E., Vácha, L., 2014. Wavelet-Based Correlation Analysis of the Key Traded Assets. In Gallegati, Marco and Semmler, Willi (Eds.), Wavelet Applications in Economics and Finance, p. 157-186, Series: Dynamic Modeling and Econometrics in Economics and Finance, Vol. 20, Springer |
| Abstract: |
