Time-frequency adapted market integration measure based on hough transformed multiscale decompositions
George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos
| Year of publication: |
June 2016
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|---|---|
| Authors: | Tzagkarakis, George ; Caicedo-Llano, Juliana ; Dionysopoulos, Thomas |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 1, p. 1-27
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| Subject: | Market integration | Time-frequency representation | Multiscale decomposition | Wavelets | Hough transform | Probabilistic principal component analysis | Marktintegration | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Zustandsraummodell | State space model | Hauptkomponentenanalyse | Principal component analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9518-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011646587