Time-varying leads and lags across frequencies using a continuous wavelet transform approach
Year of publication: |
January 2017
|
---|---|
Authors: | Funashima, Yoshito |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 60.2017, p. 24-28
|
Subject: | Time-varying leads and lags | Frequencies | Wavelet | Phase difference | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Lag-Modell | Lag model |
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