Cross dynamics of oil-stock interactions: A redundant wavelet analysis
Year of publication: |
2012
|
---|---|
Authors: | Jammazi, Rania |
Published in: |
Energy. - Elsevier, ISSN 0360-5442. - Vol. 44.2012, 1, p. 750-777
|
Publisher: |
Elsevier |
Subject: | Haar à trous wavelet | Crude oil changes | Stock market returns | Cross-correlations |
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