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Time-spectral
density
and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
Ahamada, Ibrahim
;
Jolivaldt, Philippe
- In:
Economic Modelling
31
(
2013
)
C
,
pp. 460-466
based on windowed-estimate of the
time-spectral
density
, while the second method is the wavelets theory. We show that the …
Persistent link: https://www.econbiz.de/10010636253
Saved in:
2
Time-spectral
density
and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim
;
Jolivaldt, Philippe
- In:
Economic modelling
31
(
2013
),
pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
Saved in:
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