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Forecasting via Wavelet Denois...
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Hilbert transform
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State space model
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Hilbert wavelet pair
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wavelet coherence
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wavelet phase angle
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business cycle synchronization
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euro zone
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wavelet analysis
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Bruzda, Joanna
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Real and complex wavelets in asset classification : an application to the US stock market
Bruzda, Joanna
- In:
Finance research letters
21
(
2017
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011807518
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Complex analytic wavelets in the measurement of macroeconomic risks
Bruzda, Joanna
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012201266
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