Публікація: Comparative Analysis of the Dynamics of Futures for the Dow Jones, S&P 500 and Nasdaq
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Дата
2023
Автори
Назва журналу
ISSN журналу
Назва тома
Видавництво
International Journal of Academic Accounting, Finance & Management Research
Анотація
The stock market plays an important role in the functioning of individual business entities and the development of the
financial market as a whole. To understand such dynamics, an important aspect is to study quotes for futures, indices and stocks.
Based on this, the paper examines various aspects of conducting a comparative analysis of data on futures for the Dow Jones, S&P
500 and Nasdaq indices. We consider simple aspects of statistical analysis, as well as the mutual dynamics of such indicators. For
these purposes, the methodology for estimating wavelet coherence is used. The paper presents graphical estimates of such
characteristics. This helps to understand the results obtained.
Опис
Ключові слова
wavelet analysis, indexes
Бібліографічний опис
Serhiienko O., Novikova T., & Lyashenko V. (2023). Comparative Analysis of the Dynamics of Futures for the Dow Jones, S&P 500 and Nasdaq. International Journal of Academic Accounting, Finance & Management Research (IJAAFMR), 7(9), 22-28.