An omnibus noise filter
| Year of publication: |
2009
|
|---|---|
| Authors: | Morana, Claudio |
| Published in: |
Computational Statistics. - Springer. - Vol. 24.2009, 3, p. 459-479
|
| Publisher: |
Springer |
| Subject: | Signal–noise decomposition | Long memory | Structural breaks | Flexible least squares | Exchange rates volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005029237