Wavelet Analysis of Commodity Price Behavior.

In this paper we propose a form of semi-nonparametric regression based on wavelet analysis, and demonstrate its empirical utility in the context of commodity price behavior.

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Year of publication:	1996
Authors:	Davidson, R. ; Labys, W.C. ; Lesourd, J.B.
Institutions:	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
Subject:	COMMODITIES \| ECONOMETRICS

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Series:	G.R.E.Q.A.M..
Type of publication:	Book / Working Paper
Notes:	50 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005779679