Analysis of non-stationary dynamics in the financial system
Samar K. Guharay; Gaurav S. Thakur; Fred J. Goodman; Scott L. Rosen; Daniel Houser ...
| Year of publication: |
2013
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|---|---|
| Authors: | Guharay, Samar K. ; Thakur, Gaurav S. ; Goodman, Fred J. ; Rosen, Scott L. ; Houser, Daniel |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 3, p. 454-457
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| Subject: | Non-stationary time series | Functional PCA | Synchrosqueezing | Multi-time scale characteristics | Detection of macroeconomic instability | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Finanzmarkt | Financial market | Kointegration | Cointegration |
| 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/10010392677