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  • Search: subject:"Partial directed coherence"
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Year of publication
Subject
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Granger causality 2 Partial directed coherence 2 Autism 1 Biomarkers 1 Co-Morbidities 1 Directed Transfer Function 1 EEG 1 EU countries 1 EU-Staaten 1 Emerging real estate stock markets 1 Energiemarkt 1 Energiepreis 1 Energy market 1 Energy price 1 European energy prices 1 Financial crisis 1 Forecast 1 Forecasting model 1 Frequency domain analysis 1 Global Markov properties 1 Graphical models 1 Information transmission 1 Instantaneous causality 1 International financial market 1 Multivariate cumulate sum 1 Oil price 1 Partial Directed Coherence 1 Prognose 1 Prognoseverfahren 1 Renormalized partial directed coherence 1 Resting-State 1 Spectrum 1 Stochastic process 1 Stochastischer Prozess 1 Time series 1 VAR model 1 Volatility 1 Volatilität 1 Welt 1 World 1
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Online availability
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Undetermined 4 Free 1
Type of publication
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Article 5
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 2
Author
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Allali, Abdelwahab 1 Baccal, Luiz Antonio 1 Chen, Jia 1 Dhifaoui, Zouhaier 1 Hui, Eddie C.M. 1 Jabeur, Sami Ben 1 Kavitha A. 1 Khalfaoui, Rabeh 1 Nasir, Muhammad Ali 1 Oueslati, Amor 1 Sameshima, Koichi 1 Takahashi, Daniel Yasumasa 1 Trabelsi, Abdelwahed 1 Vishnu Priya K. 1
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Published in...
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Asia-Pacific Financial Markets 1 International Journal of Software Science and Computational Intelligence (IJSSCI) 1 Journal of Applied Statistics 1 Journal of forecasting 1 Physica A: Statistical Mechanics and its Applications 1
Source
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RePEc 3 ECONIS (ZBW) 1 Other ZBW resources 1
Showing 1 - 5 of 5
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Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier; Jabeur, Sami Ben; Khalfaoui, Rabeh; … - In: Journal of forecasting 42 (2023) 8, pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
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Investigations on the Brain Connectivity Parameters for Co-Morbidities of Autism Using EEG
Vishnu Priya K.; Kavitha A. - In: International Journal of Software Science and … 10 (2018) 2, pp. 50-65
This article describes how the Autism Spectrum Disorder (ASD) is a collection of heterogeneous disorders with prevalent cognitive and behavioral abnormalities. ASD is generally considered a life-long disability occurring as a stand-alone disorder but it occurs with possible co-morbid conditions....
Persistent link: https://www.econbiz.de/10012048062
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Investigating the change of causality in emerging property markets during the financial tsunami
Hui, Eddie C.M.; Chen, Jia - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 15, pp. 3951-3962
renormalized partial directed coherence (PDC) method to capture the structural causality change of real estate stock indices of …
Persistent link: https://www.econbiz.de/10010590771
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Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis
Allali, Abdelwahab; Oueslati, Amor; Trabelsi, Abdelwahed - In: Asia-Pacific Financial Markets 18 (2011) 3, pp. 319-344
Persistent link: https://www.econbiz.de/10009327795
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Connectivity Inference between Neural Structures via Partial Directed Coherence
Takahashi, Daniel Yasumasa; Baccal, Luiz Antonio; … - In: Journal of Applied Statistics 34 (2007) 10, pp. 1259-1273
This paper describes the rigorous asymptotic distributions of the recently introduced partial directed coherence (PDC …
Persistent link: https://www.econbiz.de/10005492068
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