Integrated data-driven analytics to identify instability signatures in nonstationary financial time series
Samar K. Guharay, Gaurav S. Thakur, Fred J. Goodman, Scott L. Rosen and Daniel Houser
| Year of publication: |
April 2016
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|---|---|
| Authors: | Guharay, Samar K. ; Thakur, Gaurav S. ; Goodman, Fred J. ; Rosen, Scott L. ; Houser, Daniel |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 16/18, p. 1678-1694
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| Subject: | Nonstationary time series | integrated data analytics | PCA and fPCA | Synchrosqueezing | instability signature detection | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Data Analytics | Data analytics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1105925 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011456722