Wavelet variance ratio cointegration test and wavestrapping
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference32 articles.
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1. Nexus Between COVID-19 Infections, Exchange Rates, Stock Market Return, and Temperature in G7 Countries: Novel Insights From Partial and Multiple Wavelet Coherence;Frontiers in Environmental Science;2021-10-29
2. Influence of Data Sampling Frequency on Household Consumption Load Profile Features: A Case Study in Spain;Sensors;2020-10-23
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