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On the globalization of stock markets : an application of Vector Error Correction model, mutual information and singular spectrum analysis to the G7 countries
Menezes, Rui; Dionísio, Andreia; Hassani, Hossein - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10009700549
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What if energy time series are not independent? : implications for energy-GDP causality analysis
Bruns, Stephan B.; Gross, Christian - In: Energy economics 40 (2013), pp. 753-759
Persistent link: https://www.econbiz.de/10010354943
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Interlinkages between equity markets of select A5 countries and US
Kalsie, Anjala - In: Focus : journal of international business 1 (2014) 2, pp. 55-69
Persistent link: https://www.econbiz.de/10010502061
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Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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What if energy time series are not independent? : implications for energy-GDP causality analysis
Bruns, Stephan B.; Gross, Christian - 2013
Persistent link: https://www.econbiz.de/10010193244
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Symbolic correlation integral
Caballero-Pintado, M. Victoria; Matilla-García, Mariano; … - In: Econometric reviews 38 (2019) 5, pp. 533-556
Persistent link: https://www.econbiz.de/10012181331
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Causality in continuous wavelet transform without spectral matrix factorization : theory and application
Olayeni, Olaolu Richard - In: Computational economics 47 (2016) 3, pp. 321-340
Persistent link: https://www.econbiz.de/10011712373
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Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai; Ding, Qian; Zhang, Hongwei; Guo, Yaoqi; … - In: Research in international business and finance 56 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
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The analysis of nonstationary time series using regression, correlation and cointegration
Johansen, Søren - In: Contemporary economics 6 (2012) 2, pp. 40-57
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10009767620
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Deriving correlation matrices for missing financial time-series data
Burger, Schalk; Silverman, Searle; Van Vuuren, Gary - In: International journal of economics and finance 10 (2018) 10, pp. 105-120
Persistent link: https://www.econbiz.de/10011944933