| dc.contributor.author | Polanco Martínez, Josué Moisés | |
| dc.contributor.author | Fernández Macho, Francisco Javier  | |
| dc.date.accessioned | 2024-02-08T11:25:05Z | |
| dc.date.available | 2024-02-08T11:25:05Z | |
| dc.date.issued | 2014-11-01 | |
| dc.identifier.citation | Computing in Science & Engineering 16(6) : 68-78 (2014) | |
| dc.identifier.issn | 1521-9615 | |
| dc.identifier.issn | 1558-366X | |
| dc.identifier.uri | http://hdl.handle.net/10810/65588 | |
| dc.description.abstract | This article describes new graphical tools that help with the interpretation of wavelet correlation and cross-correlation analysis, in both bivariate and multivariate cases. We have created an R package called W2CWM2C with the following main functions: Wavelet (Cross) Correlation and Wavelet Multiple (Cross) Correlation. To illustrate its strengths, we use data from several European Union stock market indices, comparing the new graphical output with the classical plots. | es_ES |
| dc.description.sponsorship | Financial support from the Econometrics Research
Group at the University of the Basque Country (UPV/
EHU), Basque Government grants (IT-334-07 and
IT-642-13), and the Seventh Framework Programme
(FP7) BASE project (no. 308337) is gratefully acknowl-
edged | |
| dc.language.iso | eng | es_ES |
| dc.publisher | IEEE | es_ES |
| dc.relation | info:eu-repo/grantAgreement/EC/FP7/308337 | |
| dc.rights | info:eu-repo/semantics/openAccess | es_ES |
| dc.subject | maximal overlap discrete wavelet transform | es_ES |
| dc.subject | wavelet correlation | |
| dc.subject | wavalet cross-correlation | |
| dc.subject | wavelet multiple correlation | |
| dc.subject | wavelet multiple cross-correlation | |
| dc.title | Package W2CWM2C: description, features and applications | es_ES |
| dc.type | info:eu-repo/semantics/article | es_ES |
| dc.rights.holder | © 2014 IEEE | * |
| dc.relation.publisherversion | https://ieeexplore.ieee.org/document/6894486 | |
| dc.identifier.doi | /10.1109/MCSE.2014.96 | |
| dc.contributor.funder | European Commission | |
| dc.departamentoes | Métodos Cuantitativos | es_ES |
| dc.departamentoeu | Ekonomia aplikatua III (ekonometria eta estatistika) | es_ES |
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