热心助人 发表于 2025-3-25 04:14:42

The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggreglysis. This analysis is carried out separately for both the US and the UK using quarterly data, and the results are found to be substantially different in the two countries. One of the key findings in this research is that the “great moderation” shows up only at certain frequencies, and not in all c

defenses 发表于 2025-3-25 09:59:44

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现晕光 发表于 2025-3-25 15:07:21

Nonlinear Dynamics and Wavelets for Business Cycle Analysisis achieved by using the recently proposed “delay vector variance” (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of determinism and nonlinearity in a time series. Optimal embedding parameters used in the DVV analysis are obtained via a differ

chapel 发表于 2025-3-25 16:07:34

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stress-response 发表于 2025-3-25 22:03:52

Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility as a market crash, a political upheaval, or a surprise news announcement, has on the foreign exchange rate’s level of volatility and its well documented long-memory behavior. Volatility in the foreign exchange rate is modeled as a non-stationary, long-memory, stochastic volatility process whose fra

Misgiving 发表于 2025-3-26 02:52:05

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conduct 发表于 2025-3-26 08:07:24

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TAIN 发表于 2025-3-26 11:09:37

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成绩上升 发表于 2025-3-26 12:53:06

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Intersect 发表于 2025-3-26 18:25:19

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查看完整版本: Titlebook: Wavelet Applications in Economics and Finance; Marco Gallegati,Willi Semmler Book 2014 Springer International Publishing Switzerland 2014