Browsing Accounting & Information Systems by Subject "Wavelet techniques"
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Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications
( Elsevier Inc. , 2019 , Article)This paper uses wavelet coherence and cross wavelet transform approaches to examine co-movement between Bitcoin and five major cryptocurrencies (Dash, Ethereum, Litecoin, Monero and Ripple) and their portfolio risk ...