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Topic: Co-movement using wavelet analysis
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Salil

Posts: 1
Registered: 6/18/13
Co-movement using wavelet analysis
Posted: Jun 18, 2013 1:06 PM
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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!
Salil



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