Publication detail

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.,
Type: Chapter in book
Year: 2014
Number: 0
ISSN / ISBN: 978-3-319-07061-2
Published in: Springer
Publishing place:
Keywords:
JEL codes:
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:

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