| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481468 | Physica A: Statistical Mechanics and its Applications | 2012 | 8 Pages |
Abstract
⺠We present two new wavelet correlation statistical tools. ⺠They provide single measures for multivariate sets on a scale-by-scale basis. ⺠We obtain expressions for confidence intervals of such wavelet multiple correlations. ⺠We analyze a set of daily Eurozone stock market returns during a recent period. ⺠We find evidence of perfect integration of Euro stock markets at long time scales.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Javier Fernández-Macho,