Nothing
wqc: Wavelet Quantile Correlation Analysis
Estimate and plot wavelet quantile correlations(Kumar and Padakandla,2022) between two time series. Wavelet quantile correlation is used to capture the dependency between two time series across quantiles and different frequencies. This method is useful in identifying potential hedges and safe-haven instruments for investment purposes. See Kumar and Padakandla(2022) <doi:10.1016/j.frl.2022.102707> for further details.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Anoop S Kumar [aut, cre] |
| Maintainer | Anoop S Kumar <akumar.sasikumar@gmail.com> |
| License | GPL-3 |
| Version | 0.1.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the wqc package in your browser
Any scripts or data that you put into this service are public.
