Comparative Analysis of the Dynamics of Futures for the Dow Jones, S&P 500 and Nasdaq

Serhiienko O.; Novikova T.; Lyashenko V.

Публікація:
Comparative Analysis of the Dynamics of Futures for the Dow Jones, S&P 500 and Nasdaq

dc.contributor.author	Serhiienko O.
dc.contributor.author	Novikova T.
dc.contributor.author	Lyashenko V.
dc.date.accessioned	2023-10-02T17:36:18Z
dc.date.available	2023-10-02T17:36:18Z
dc.date.issued	2023
dc.description.abstract	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.
dc.identifier.citation	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.
dc.identifier.issn	2643-976X
dc.identifier.uri	https://openarchive.nure.ua/handle/document/24367
dc.language.iso	en
dc.publisher	International Journal of Academic Accounting, Finance & Management Research
dc.subject	wavelet analysis
dc.subject	indexes
dc.title	Comparative Analysis of the Dynamics of Futures for the Dow Jones, S&P 500 and Nasdaq
dc.type	Article
dspace.entity.type	Publication