A wavelet decomposition approach to crude oil price and exchange rate dependence
Juan C. Reboredo; Miguel A. Rivera-Castro
| Year of publication: |
2013
|
|---|---|
| Authors: | Reboredo, Juan Carlos ; Rivera-Castro, Miguel A. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 32.2013, p. 42-57
|
| Subject: | Wavelet decomposition | Oil prices | US dollar exchange rate | Dependence | Ölpreis | Oil price | Wechselkurs | Exchange rate | US-Dollar | US dollar | Zustandsraummodell | State space model | Volatilität | Volatility | Welt | World | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Dekompositionsverfahren | Decomposition method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009760777