ARTICLE
|
doi:10.20944/preprints202306.0935.v1
Subject:
Business, Economics And Management,
Economics
Keywords:
Cryptocurrencies stocks; safe haven; co-movement; VAR-DCC-GARCH; wavelet trnsform; wavelet coherency
Online: 13 June 2023 (12:15:00 CEST)
ARTICLE
|
doi:10.20944/preprints202012.0234.v1
Subject:
Computer Science And Mathematics,
Algebra And Number Theory
Keywords:
Coherency matrix; Freeman-Durden decomposition; General four-component decomposition with unitary transformation (G4U); scattering power; rotation
Online: 9 December 2020 (16:10:37 CET)