Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ibrahim Ahamada; Philippe Jolivaldt
| Year of publication: |
2013
|
|---|---|
| Authors: | Ahamada, Ibrahim ; Jolivaldt, Philippe |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 460-466
|
| Subject: | Time-frequency domain | Time-spectral density | Wavelets | Covariance-stationarity | Monte Carlo simulation | Monte-Carlo-Simulation | Zustandsraummodell | State space model | Nationaleinkommen | National income | Statistische Verteilung | Statistical distribution | Korrelation | Correlation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| 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/10009730816