Wavelets based multiscale analysis of select global equity returns
This paper examines the relationship between Indian equity prices other developed markets, in the time-scale domain, using wavelets based multiscale analysis and cross wavelet analysis. Stock markets are analyzed at different levels of resolution which makes it possible to perform a scale by scale a...
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| Format: | Article |
| Language: | English |
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General Association of Economists from Romania
2017-12-01
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| Series: | Theoretical and Applied Economics |
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| Online Access: |
http://store.ectap.ro/articole/1308.pdf
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