Wavelet Variance, Covariance and Correlation Analysis of BSE and NSE Indexes Financial Time Series
2016 ◽
Vol 1
(1)
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pp. 26-33
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Keyword(s):
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 of BSE and NSE indexes financial time series have been done using index data from April 1990 to March 2006.
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2019 ◽
Vol 30
(05)
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pp. 1950037
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2015 ◽
Vol 26
(06)
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pp. 1550071
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2015 ◽
Vol 432
◽
pp. 216-221
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Keyword(s):
2020 ◽
Vol 542
◽
pp. 122960
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Keyword(s):
2018 ◽
Vol 13
(2)
◽
pp. 268-279
2020 ◽
Vol 20
(4)
◽
pp. 305-315
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