COMOVEMENT ANALYSIS AND VOLATILITY OF ENERGY COMMODITY PRICE USING WAVELET COHERENCE
Econophysics is a field of science that implements methods, concepts, and physical models in analyzing economic data. The financial market views comovement as a prediction of a movement that occurs due to factors such as economic conditions, changes in the economic system, and government policies...
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Main Author: | Mengtan Kwandou, Elen |
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Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/74299 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
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