Estimating long memory causality relationships by a wavelet method
Yushu Li
| Year of publication: |
2012
|
|---|---|
| Authors: | Li, Yushu |
| Publisher: |
Lund : Dep. of Economics, Lund University |
| Subject: | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Fourier-Analyse | Fourier analysis |
freely available
| Extent: | Online-Ressource (13 S.) |
|---|---|
| Series: | Working paper / Department of Economics, Lund University. - Lund, ZDB-ID 2480972-X. - Vol. 2012,15 |
| 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:10419/260040 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009537277