Showing 1 - 10 of 126
Persistent link: https://www.econbiz.de/10000663354
Persistent link: https://www.econbiz.de/10003765857
Persistent link: https://www.econbiz.de/10002775284
Persistent link: https://www.econbiz.de/10001699240
Persistent link: https://www.econbiz.de/10001780329
Persistent link: https://www.econbiz.de/10001435148
Persistent link: https://www.econbiz.de/10000793287
Persistent link: https://www.econbiz.de/10000793288
Persistent link: https://www.econbiz.de/10000793289
We develop a framework to assess how successfully standard times eries models explain low-frequency variability of a data series. The low-frequency information is extracted by computing a finite number of weighted averages of the original data, where the weights are low-frequency trigonometric...
Persistent link: https://www.econbiz.de/10012760561