Search Results - subject:"Fourier analysis"

Doukali, Mohamed; Song, Xiaojun; Taamouti, Abderrahim - In: Oxford bulletin of economics and statistics 86 (2024) 3, pp. 690-713

Persistent link: https://www.econbiz.de/10014543504

Can customer arrival rates be modelled by sine waves?

Chen, Ningyuan; Gürlek, Ragıp; Lee, Donald K. K.; … - In: Service science 16 (2024) 2, pp. 70-84

Persistent link: https://www.econbiz.de/10014564195

Forecast combination in the frequency domain

Faria, Gonçalo; Verona, Fabio - 2023

Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces...

Persistent link: https://www.econbiz.de/10013485890

The spillover effect of agricultural product market price fluctuation based on fourier analysis

Zhang, Canyu; Tian, Guixian; Tao, Yongchao - In: International journal of information systems and supply … 15 (2022) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10014299668

Financial cycles in euro area economies : a cross-country perspective using wavelet analysis

Mandler, Martin; Scharnagl, Michael - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 569-593

Persistent link: https://www.econbiz.de/10013348442

Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-23

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate … efficiencies vary over time as risk and behavioral biases change with market conditions. We conducted a Fourier analysis and found … a three-month cycle, a six-month cycle and a 10-year cycle in the value premium. The Fourier analysis illustrates the …

Persistent link: https://www.econbiz.de/10014001392

House price and economic activity in India : a Wavelet analysis

Pal, Swarup Kumar; Saha, Anjana; Ray, Partha - 2021

Persistent link: https://www.econbiz.de/10012542572

Inference of jumps using wavelet variance

Chen, Heng; Shintani, Mototsugu - 2021

Persistent link: https://www.econbiz.de/10012813628

Wavelet Decomposition of the Financial Cycle : An Early Warning System for Financial Tsunamis

Voutilainen, Ville - 2021

We propose a wavelet-based approach for construction of a financial cycle proxy. Specifically, we decompose three key macro-financial variables – private credit, house prices, and stock prices – on a frequency-scale basis using wavelet multiresolution analysis. The resulting...

Persistent link: https://www.econbiz.de/10013315450

Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10013184434

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