Time-Frequency Coherence and Forecast Analysis of Selected Stock Returns in Ghana Using Haar Wavelet
Rhydal Esi Eghan, Peter Amoako-Yirenkyi, Akoto Yaw Omari-Sasu & Nana Kena Frimpong · Journal of Advances in Mathematics and Computer Science · 2019
Aims/ objectives: The study seeks to analyze the correlation of some selected stock returns with respect to both time and frequency domain, and also to forecast returns using Wavelet Coherence and Wavelet-ARIMA model as alternative to Pearson correlation and ARIMA model respectiv...
Open access
Research Article
10.9734/JAMCS/2019/46323