What drives the nonlinearity of time series : a frequency perspective
Petre Caraiani
| Year of publication: |
2014
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|---|---|
| Authors: | Caraiani, Petre |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 125.2014, 1, p. 40-42
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| Subject: | Nonlinear models | Nonlinearity tests | Wavelets | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model | Schätzung | Estimation | Volatilität | Volatility |
| 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/10010504780