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. We define a “new” spectrum as the Fourier transform of the differences between copulas of the pairs (Yt, Yt−k) and the … are calculated as bilinear forms of weighted L1-projections of the ranks of the observed time series onto a harmonic …
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The US financial crisis has underlined the fact that markets tend to be more dependent during the crisis than they are during the pre-crisis periods. This situation is usually referred to as contagion, a notion which has recently attracted the attention of several researchers working on finance...
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In this paper, the sub-cycles in two economic activity measures are analyzed by using periodogram analyses. Our results …
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This paper aims to analyse the seasonality in New Zealand tourism demand from Australia and the USA using spectral analysis. Tourism demand is divided into four different categories depending on the tourists’ visiting purposes as registered in the customs cards upon their arrivals in New...
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