Continuous wavelet transform and rolling correlation of European stock markets

Aviral Tiwari, Mihai Mutascu and Claudiu Albulescu ()

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Date: 2016-03
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Published in International Review of Economics and Finance, 2016, 42, pp.237-256. ⟨10.1016/j.iref.2015.12.002⟩

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Journal Article: Continuous wavelet transform and rolling correlation of European stock markets (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03528475

DOI: 10.1016/j.iref.2015.12.002

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