Wavelet Variance, Covariance and Correlation Analysis of BSE and NSE Indexes Financial Time Series
The mostly used measure to analyze the stock market behavior is wavelet correlation analysis. Cross-country correlations have been largely used to obtain a static estimate of the comovements of actual returns across country. In this paper wavelet based variance, covariance and correlation analysis o...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
International Journal of Mathematical, Engineering and Management Sciences
2016-06-01
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| Series: | International Journal of Mathematical, Engineering and Management Sciences |
| Subjects: | |
| Online Access: | https://ijmems.in/assets//ijmems-16-003-vol.-1%2c-no.-1%2c-26%E2%80%9333%2c-2016.pdf |