Clustering of short and long-term co-movements in...

Physica A: Statistical Mechanics and its Applications 2017 / 11 Vol. 486

Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain

Lahmiri, Salim, Uddin, Gazi Salah, Bekiros, Stelios
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Volume:
486
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.06.012
Date:
November, 2017
File:
PDF, 347 KB
english, 2017
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