Time-frequency analysis of crude oil and S&P500 futures...

Time-frequency analysis of crude oil and S&P500 futures contracts

McCarthy, Joseph, Orlov, Alexei G.
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Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.686669
Date:
December, 2012
File:
PDF, 3.27 MB
english, 2012
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