COMOVEMENT ANALYSIS OF CPO (CRUDE PALM OIL) AND SBO (SOYBEAN OIL) FUTURES PRICE USING WAVELET COHERENCE METHOD
Among the commonly-used analysis method from econophysics is wavelet analysis/wavelet coherence method. Wavelet analysis is a time series analysis method that transforms the time series data into a series of small wave function called wavelet according to a mother wavelet in order to study its...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/80589 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |