The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Co-movement using wavelet analysis
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  

Posts: 1
Registered: 6/18/13
Co-movement using wavelet analysis
Posted: Jun 18, 2013 1:06 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hello everyone,

I'm trying to identify co-movement between two financial series. I need to find the cross-correlation between the two by using wavelet analysis. However, I don't know how to plot the graph that show the cross correlations.

Could you please give me some suggestions? I would really appreciate that.

Thank you in advance!

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.