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@Article{AguiaS14,
  author    = {Aguiar-Conraria, L. and Soares, M.J.},
  journal   = {Journal of Economic Surveys},
  title     = {The continuous wavelet transform: moving beyond uni-and bivariate analysis},
  year      = {2014},
  issn      = {1467-6419},
  number    = {2},
  pages     = {344--375},
  volume    = {28},
  abstract  = {A body of work using the continuous wavelet transform has been growing. We provide a self-contained summary on its most relevant theoretical results, describe how such transforms can be implemented in practice, and generalize the concept of simple coherency to partial wavelet coherency and multiple wavelet coherency, moving beyond bivariate analysis. We also describe a family of wavelets, which emerges as an alternative to the popular Morlet wavelet, the generalized Morse wavelets. A user-friendly toolbox, with examples, is attached to this paper.},
  comment   = {121 cites: https://scholar.google.com/scholar?cites=6595001563915326461\&as_sdt=2005\&sciodt=0,5\&hl=en\&num=20 http://onlinelibrary.wiley.com/doi/10.1111/joes.12012/full},
  doi       = {10.1111/joes.12012},
  keywords  = {Continuous wavelet transform, Economic fluctuations, Multiple wavelet coherency, Partial wavelet coherency, Wavelet coherency, Wavelet partial phase-difference},
  owner     = {jf},
  publisher = {Wiley Online Library},
  timestamp = {2017.06.26},
}

@Article{Ferna12,
  author    = {J. Fernández-Macho},
  journal   = {Physica {A}: Statistical Mechanics},
  title     = {Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets},
  year      = {2012},
  month     = {feb},
  number    = {4},
  pages     = {1097--1104},
  volume    = {391},
  doi       = {10.1016/j.physa.2011.11.002},
  publisher = {Elsevier {BV}},
}

@Article{Ferna18,
  author    = {J. Fernández-Macho},
  journal   = {{Physica A}: Statistical Mechanics and its Applications},
  title     = {Time-localized wavelet multiple regression and correlation},
  year      = {2018},
  month     = {feb},
  pages     = {1226--1238},
  volume    = {492},
  doi       = {10.1016/j.physa.2017.11.050},
  publisher = {Elsevier {BV}},
}

@Article{Ferna19a,
  author    = {J. Fernández-Macho},
  journal   = {Computing in Science {\&} Engineering},
  title     = {Package Wavemulcor: Wavelet Multiple Regression and Correlation in {R}},
  year      = {2019},
  month     = {nov},
  number    = {6},
  pages     = {63--73},
  volume    = {21},
  doi       = {10.1109/mcse.2018.2875320},
  owner     = {jf},
  publisher = {Institute of Electrical and Electronics Engineers ({IEEE})},
  timestamp = {2018.05.02},
}

@Book{GencaSW02,
  author    = {Gençay, R. and Selçuk, F. and Whitcher, B.},
  publisher = {Academic Press},
  title     = {An introduction to wavelets and other filtering methods in finance and economics},
  year      = {2002},
  address   = {San Diego},
}

@Book{PerciW00,
  author    = {D. B. Percival and A. T. Walden},
  publisher = {Cambridge University Press},
  title     = {Wavelet Methods for Time Series Analysis},
  year      = {2000},
  address   = {Cambridge, UK},
  doi       = {10.1017/cbo9780511841040},
}

@Misc{Whitc15,
  author =    {B. Whitcher},
  title =     {\textbf{waveslim}: Basic wavelet routines for one-, two- and three-dimensional signal processing},
  year =      {2015},
  note =      {\textsf{R} package version 1.7.5},
  owner =     {jf},
  timestamp = {2017.09.18},
  url =       {https://CRAN.R-project.org/package=waveslim}
}

@Article{WhitcGP00,
  author    = {B. Whitcher and P. Guttorp and D. B. Percival},
  journal   = {Journal of Geophysical Research: Atmospheres},
  title     = {Wavelet analysis of covariance with application to atmospheric time series},
  year      = {2000},
  month     = {jun},
  number    = {D11},
  pages     = {14941--14962},
  volume    = {105},
  doi       = {10.1029/2000jd900110},
  publisher = {American Geophysical Union ({AGU})},
}

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