Dependence structure in financial time series: Applications and evidence from wavelet analysis

Mathematics

• Wavelet 100%
• Conditionals 66%
• Dependence Structure 66%
• Parameter Estimate 33%
• Stationary Time Series 33%
• Asymmetric 33%
• Memory Property 33%

Social Sciences

• Volatility 100%
• Generalized Autoregressive Conditional Heteroskedasticity 66%
• Dependence 50%
• Methodology 33%
• Real Estate Sector 33%
• Persistence 16%
• Popularity 16%

Economics, Econometrics and Finance

• Time Series 66%
• Stock Price 33%
• Predictability 16%
• Asymmetric 16%
• Neoclassical Synthesis 16%
• Returns Volatility 16%