A note on wavelet correlation and cointegration
Javier Fernández-Macho
| Year of publication: |
2013
|
|---|---|
| Authors: | Fernández Macho, Francisco Javier |
| Publisher: |
Bilbao : Univ. del País Vasco |
| Subject: | Korrelation | Correlation | Kointegration | Cointegration | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
freely available
| Extent: | Online-Ressource (9 S.) graph. Darst. |
|---|---|
| Series: | Biltoki : documentos de trabajo. - Bilbao : [Verlag nicht ermittelbar], ZDB-ID 2225876-0. - Vol. 2013,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10810/10862 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417860