The windowed scalogram difference: A novel wavelet tool for comparing time series
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DOI: 10.1016/j.amc.2017.05.046
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- Doğan, Buhari & Trabelsi, Nader & Tiwari, Aviral Kumar & Ghosh, Sudeshna, 2023. "Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 36-62.
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Keywords
Wavelets; Scalogram; Wavelet squared coherence;All these keywords.
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