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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/80589 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
Be the first to leave a comment!