Optimized Segmentation-Adaptive-Based Testing of the Wavelet Co-movement Analysis: the Case of US and G8 Countries
The paper deals with the identification and the description of the co-movement between the US and G8 countries with regard to the impact of the structural change, i.e. the financial crisis in 2008. For the identification of the co-movement, we use an optimized segmentation-adaptive-based approach (S...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2019-01-01
|
| Series: | ITM Web of Conferences |
| Online Access: | https://www.itm-conferences.org/articles/itmconf/pdf/2019/01/itmconf_amcse18_01003.pdf |