Concepedia

International comovement of stock market returns: A wavelet analysis

António Rua, Luís C. Nunes

Journal of Empirical Finance · 2009 · 822 citations · 39 references

DOIFull text

Open access

Concepts

References

39

A Practical Guide to Wavelet Analysis

Christopher Torrence, Gilbert P. Compo · Bulletin of the American Meteorological Society · 1998 · 14.9K citations · Full text

, , +15

Application of the cross wavelet transform and wavelet coherence to geophysical time series

Aslak Grinsted, John C. Moore, Svetlana Jevrejeva · Nonlinear processes in geophysics · 2004 · 6.2K citations · Full text

, , +15

Spectral Analysis and Time Series

David B. Preston · Technometrics · 1983 · 4.9K citations

, , +14

Wavelet methods for time series analysis

Choice Reviews Online · 2001 · 2.6K citations

, , +16

Extreme Correlation of International Equity Markets

François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.6K citations

, , +17