Spurious seasonality detection : a non-parametric test proposal
Year of publication: |
March 2018
|
---|---|
Authors: | Bariviera, Aurelio Fernández ; Plastino, Angelo ; Judge, George G. |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 6.2018, 1, p. 1-15
|
Subject: | daily seasonality | ordinal patterns | stock market | symbolic analysis | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics6010003 [DOI] hdl:10419/195440 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C19 - Econometric and Statistical Methods: General. Other ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Spurious seasonality detection: A non-parametric test proposal
Bariviera, Aurelio F., (2018)
-
Cheng, Tingting, (2018)
-
Predictability of Equity Returns over Different Time Horizons : A Nonparametric Approach
Chen, Qingqing, (2022)
- More ...
-
Spurious seasonality detection: A non-parametric test proposal
Bariviera, Aurelio F., (2018)
-
What's the big idea? Cramér–Rao inequality and Rao distance
Plastino, Angel Ricardo, (2020)
-
LIBOR Troubles : Anomalous Movements Detection Based on Maximum Entropy
Bariviera, Aurelio F., (2016)
- More ...