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~isPartOf:"International review of economics & finance : IREF"
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State space model
4
Zustandsraummodell
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Wavelet transform
2
Aktienmarkt
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Artificial intelligence
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Bootstrap
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Business cycle
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CDS spreads
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Continuous wavelet transform
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Maximum overlap discrete wavelet transform
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Medium-run
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Hammoudeh, Shawkat
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International review of economics & finance : IREF
Physica A: Statistical Mechanics and its Applications
29
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Economic modelling
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International Journal of Multimedia Data Engineering and Management (IJMDEM)
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European journal of operational research : EJOR
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1
Mortgages, house prices, and business cycle dynamic : a medium-run exploration using the continuous
wavelet
transform
Andreani, Michele
;
Giri, Federico
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014582768
Saved in:
2
A factor pricing model based on machine learning algorithm
Fang, Yi
;
Chen, Yuzhi
;
Ren, Hang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 280-297
Persistent link: https://www.econbiz.de/10014474520
Saved in:
3
The interconnections between U.S. financial CDS spreads and control variables : new evidence using partial and multivariate wavelet coherences
Hkiri, Besma
;
Hammoudeh, Shawkat
;
Aloui, Chaker
; …
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 237-257
Persistent link: https://www.econbiz.de/10012033861
Saved in:
4
Continuous
wavelet
transform
and rolling correlation of European stock markets
Tiwari, Aviral Kumar
;
Mutascu, Mihai
;
Albulescu, …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 237-256
Persistent link: https://www.econbiz.de/10011625112
Saved in:
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