Time-frequency analysis of behaviourally classified financial asset markets
Year of publication: |
2019
|
---|---|
Authors: | Omane-Adjepong, Maurice ; Ababio, Kofi A. ; Alagidede, Imhotep Paul |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 50.2019, p. 54-69
|
Subject: | Cryptocurrencies | Equities | Wavelet coherence | Co-movement | Cumulative Prospect theory | Portfolio diversification | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Anlageverhalten | Behavioural finance |
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