Gabriel Herbrik
Country: Slovakia
Affiliation: Faculty of Business Economics with seat in Košice, University of Economics in Bratislava
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2 publications
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710 downloads
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729 views
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0 books
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Application of DEA in the environment of Slovak hospitals
Investment Management and Financial Innovations Volume 12, 2015 Issue #4 (spec.issue) pp. 148-153
Views: 504 Downloads: 531 TO CITE -
Bond yields and stock returns comparison using wavelet semblance analysis
Robert Verner , Gabriel Herbrik doi: http://dx.doi.org/10.21511/imfi.14(2-1).2017.12Investment Management and Financial Innovations Volume 14, 2017 Issue #2 (cont. 1) pp. 281-289
Views: 998 Downloads: 428 TO CITE АНОТАЦІЯVarious measures of resemblance are increasingly applied in confrontation of data samples obtained by different sources. Semblance analysis aims at comparison of two sets of data based on their phase and frequency. Conventional semblance analysis following the Fourier transform has several deficiencies resulting from the transform. To overcome these obstacles, another type of semblance analysis was developed applying the wavelet transform. This paper focuses on semblance analysis of stock prices and government bond yields of two major global economies using continuous wavelet transform regarding both scale and time.