Co-movement of precious metals and forecasting using scale by scale wavelet transform
Year of publication: |
March 2017
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Authors: | Oral, Emrah ; Unal, Gazanfer |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 4.2017, 1, p. 1-21
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Subject: | Wavelet transform | multiple wavelet coherence | co-movement | vector auto regressive moving average | forecast | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
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