The persistence-based decomposition (PBD) time series model : theory and empirical application
Jonas Rende, Christopher Krauss, Matthew Clegg
| Year of publication: |
2019
|
|---|---|
| Authors: | Rende, Jonas ; Krauss, Christopher ; Clegg, Matthew |
| Published in: |
Essays on financial time series analysis. - Erlangen. - 2019, p. 47-84
|
| Subject: | Time series model | persistence | decomposition | permanent components | transient components | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012321322