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  • Search: subject:"delay vector variance"
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Year of publication
Subject
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Nonlinearity analysis 7 surrogates 6 Delay vector variance (DVV) method 5 wavelets 5 embedding parameters 3 Delay Vector Variance (DVV) method 2 Embedding parameters 2 Financial bubbles 2 Nichtlineare Dynamik 2 Nonlinear dynamics 2 Recurrence plots 2 State space model 2 Surrogates 2 Wavelets 2 Zustandsraummodell 2 exchange rates 2 financial bubbles 2 nonlinearity 2 recurrence plots 2 Bubbles 1 Business cycle 1 Complex-valued representation 1 DVV 1 Delay vector variance 1 Delay vector variance (DVV)method 1 Erdöl 1 Estimation theory 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 Nichtlineare Regression 1 Nonlinear regression 1 Oil market 1 Oil price 1 Petroleum 1 Pipelined recurrent neural network 1 Recurrent neural networks 1 Risikomanagement 1 Risk management 1
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Online availability
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Free 6 Undetermined 2
Type of publication
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Book / Working Paper 6 Article 4
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
Undetermined 8 English 2
Author
All
Addo, Peter Martey 8 Billio, Monica 8 Guegan, Dominique 6 Guégan, Dominique 2 Aihara, K. 1 Chen, M. 1 Fianu, Emmanuel Senyo 1 Goh, S.L. 1 Mandic, D.P. 1 Obradovic, D. 1 Popović, D.H. 1
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Institution
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 4 HAL 2
Published in...
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Documents de travail du Centre d'Economie de la Sorbonne 4 Post-Print / HAL 2 International journal of decision sciences, risk and management 1 Renewable Energy 1 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 8 ECONIS (ZBW) 2
Showing 1 - 10 of 10
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://ebvufind01.dmz1.zbw.eu/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
that can severely impact nations and economies. Our analysis deals with the use of the recently proposed "delay vector … variance" (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of …
Persistent link: https://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/10010635079
Saved in:
Cover Image
Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis
Addo, Peter Martey; Billio, Monica; Guegan, Dominique - HAL - 2013
that can severely impact nations and economies. Our analysis deals with the use of the recently proposed "delay vector … variance" (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of …
Persistent link: https://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/10010711871
Saved in:
Cover Image
Exploring the resilience of crude oil market via nonlinear dynamics and wavelet-based analysis : an international experience
Fianu, Emmanuel Senyo - In: International journal of decision sciences, risk and … 7 (2017) 4, pp. 255-280
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011976896
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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
that can severely impact nations and economies. Our analysis deals with the use of the recently proposed ‘delay vector … variance’ (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of …
Persistent link: https://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/10010367574
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Cover Image
Complex-valued forecasting of wind profile
Goh, S.L.; Chen, M.; Popović, D.H.; Aihara, K.; … - In: Renewable Energy 31 (2006) 11, pp. 1733-1750
This paper presents a novel approach for the simultaneous modelling and forecasting of wind signal components. This is achieved in the complex domain by using novel neural network algorithms and architectures. We first perform a signal nonlinearity and component-dependent analyses, which suggest...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011046347
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