Title of article
Wavelet correlation coefficient of ‘strongly correlated’ time series
Author/Authors
Ashok Razdan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
8
From page
335
To page
342
Abstract
In this paper, wavelet concepts are used to study two ‘strongly correlated’ financial time series. Apart from obtaining wavelet spectra, we also calculate the wavelet correlation coefficient and show that strong correlation or strong anti-correlation depends on scale.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2004
Journal title
Physica A Statistical Mechanics and its Applications
Record number
869072
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