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  • Search: subject:"Delay Vector Variance (DVV) method"
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Year of publication
Subject
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Nonlinearity analysis 7 Delay vector variance (DVV) method 5 surrogates 5 wavelets 5 embedding parameters 3 Delay Vector Variance (DVV) method 2 Embedding parameters 2 Financial bubbles 2 Recurrence plots 2 Surrogates 2 Wavelets 2 exchange rates 2 financial bubbles 2 recurrence plots 2 Bubbles 1 Business cycle 1 Delay vector variance (DVV)method 1 Estimation theory 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 Nichtlineare Dynamik 1 Nichtlineare Regression 1 Nonlinear dynamics 1 Nonlinear regression 1 Schätztheorie 1 Spekulationsblase 1 State space model 1 Time series analysis 1 Zeitreihenanalyse 1 Zustandsraummodell 1 business cycle 1 nonlinearity 1 surrogates wavelets 1
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Online availability
All
Free 6 Undetermined 1
Type of publication
All
Book / Working Paper 6 Article 2
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 7 English 1
Author
All
Addo, Peter Martey 8 Billio, Monica 8 Guegan, Dominique 6 Guégan, Dominique 2
Institution
All
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 4 HAL 2
Published in...
All
Documents de travail du Centre d'Economie de la Sorbonne 4 Post-Print / HAL 2 The North American Journal of Economics and Finance 1 The North American journal of economics and finance : a journal of financial economics studies 1
Source
All
RePEc 7 ECONIS (ZBW) 1
Showing 1 - 8 of 8
Cover Image
Understanding Exchange Rates Dynamics.
Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
achieved by using the recently proposed "delay vector variance" (DVV) method, which examines local predictability of a signal …
Persistent link: https://www.econbiz.de/10010628503
Saved in:
Cover Image
Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis.
Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
variance" (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of … that can severely impact nations and economies. Our analysis deals with the use of the recently proposed "delay vector …
Persistent link: https://www.econbiz.de/10010628506
Saved in:
Cover Image
Understanding Exchange Rates Dynamics
Addo, Peter Martey; Billio, Monica; Guegan, Dominique - HAL - 2013
achieved by using the recently proposed "delay vector variance" (DVV) method, which examines local predictability of a signal …
Persistent link: https://www.econbiz.de/10010635079
Saved in:
Cover Image
Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis
Addo, Peter Martey; Billio, Monica; Guegan, Dominique - HAL - 2013
variance" (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of … that can severely impact nations and economies. Our analysis deals with the use of the recently proposed "delay vector …
Persistent link: https://www.econbiz.de/10010635221
Saved in:
Cover Image
Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach.
Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
Index time series. The analysis is achieved by using the recently proposed "delay vector variance" (DVV) method, which …
Persistent link: https://www.econbiz.de/10010711860
Saved in:
Cover Image
Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis.
Addo, Peter Martey; Billio, Monica; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
Index time series. The analysis is achieved by using the recently proposed ‘delay vector variance’ (DVV) method, which …
Persistent link: https://www.econbiz.de/10010711871
Saved in:
Cover Image
Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 416-435
variance’ (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of … that can severely impact nations and economies. Our analysis deals with the use of the recently proposed ‘delay vector …
Persistent link: https://www.econbiz.de/10010730259
Saved in:
Cover Image
Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American journal of economics and finance : a … 26 (2013), pp. 416-435
Persistent link: https://www.econbiz.de/10010367574
Saved in:
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