Bond yields and stock returns comparison using wavelet semblance analysis
Various measures of resemblance are increasingly applied in confrontation of data samples obtained by different sources. Semblance analysis aims at comparison of two sets of data based on their phase and frequency. Conventional semblance analysis following the Fourier transform has several deficienc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2017-07-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8979/imfi_2017_02cont_Verner.pdf |