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0439506 - NHU-C 2015 RIV CH eng M - Monography Chapter
Baruník, J. - Kočenda, Evžen - Vácha, L.
Wavelet-Based Correlation Analysis of the Key Traded Assets.
Wavelet Applications in Economics and Finance. Vol. 20. Cham: Springer, 2014, s. 157-183. ISBN 978-3-319-07060-5
R&D Projects: GA ČR GA14-24129S
Institutional support: PRVOUK-P23
Keywords : time-frequency dynamics * high-frequency data * dynamic correlation
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0242782