← All research papers

SPRINGER2022

Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks

Bhandari, A., Assaf, A., Paramanik, R.N.
Studies in International Economics and Finance, 2022 · DOI: 10.1007/978-981-16-7062-6_30
Introduction of revolutionary wavelet and fractal connectivity methodologies enables precise mapping of long memory and correlation structures across diverse global equity markets.
Key results
  • Introduces wavelet and fractal connectivity methods for equity-return structure.
  • Maps long-memory and correlation structures across global equity markets.