Estimating long memory causality relationships by a wavelet method
Year of publication: |
2012
|
---|---|
Authors: | Li, Yushu |
Publisher: |
Lund : Dep. of Economics, Lund University |
Subject: | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Fourier-Analyse | Fourier analysis |
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