correlation grows stronger with higher time scales. We further apply quantile regression to observe the various relationships … index and exchange rate. We apply simple correlation and wavelet based correlation and in accordance with the portfolio …

This study presents the correlation and regression between ten different selected stocks which are Berkshire Hathaway … correlation and regression methods. This process has improved the abilities and allow to discovery of the correlation between … those markets. Hence the correlation and regression method can be used to find the company's performance with the overall …

, the two-component DCC-MIDAS model of correlation Colacito, Engle & Ghysels (2011) is used and extended to incorporate a … third correlation frequency component. Subsequently, macroeconomic and financial variables are studied as determinants of … each component. We show that the daily correlation component is driven by financial market factors, while the monthly …