Time-localized wavelet multiple regression and correlation

By Javier Fernández-Macho. 2017

90 citations recorded by the source corpus.

Subfields: Computer Vision and Pattern Recognition, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/84dbdb101fea0627cb4b1b1b39aedc2bde7d6bfb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computer Vision and Pattern Recognition

1. A. Ben Abbes
2. Beatriz Martínez
3. Yanfang Sang
4. Imed Riadh El Farah
5. Manel Rhif

In Economics and Econometrics

1. A. Ben Abbes
2. Beatriz Martínez
3. Yanfang Sang
4. Imed Riadh El Farah
5. Manel Rhif

In Finance

1. A. Ben Abbes
2. Beatriz Martínez
3. Yanfang Sang
4. Imed Riadh El Farah
5. Manel Rhif

Citations in the corpus

• Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review (2019, methodology): “To handle multivariate time series, Fernández-Macho [19] used the MODWT in order to analyze a daily Eurozone stock market returns during a recent period.”