"Long-run wavelet-based correlation for financial time series."

Thomas Conlon, John Cotter, Ramazan Gencay (2018)

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DOI: 10.1016/J.EJOR.2018.05.028

access: closed

type: Journal Article

metadata version: 2020-10-26

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Thomas Conlon, John Cotter, Ramazan Gencay:
Long-run wavelet-based correlation for financial time series. Eur. J. Oper. Res. 271(2): 676-696 (2018)

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