Integrated data-driven analytics to identify instability signatures in nonstationary financial time series
Year of publication: |
April 2016
|
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Authors: | Guharay, Samar K. ; Thakur, Gaurav S. ; Goodman, Fred J. ; Rosen, Scott L. ; Houser, Daniel |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 16/18, p. 1678-1694
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Subject: | Nonstationary time series | integrated data analytics | PCA and fPCA | Synchrosqueezing | instability signature detection | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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