Detecting synchronous cycles in financial time series of unequal length
Erhard Reschenhofer; Michaela Lingler
| Year of publication: |
2013
|
|---|---|
| Authors: | Reschenhofer, Erhard ; Lingler, Michaela |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 24.2013, p. 1-9
|
| Subject: | Frequency-domain test | Synchronous patterns | Phases of the moon | Stock returns | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Konjunkturzusammenhang | Business cycle synchronization | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
| 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/10010371995