Dating the financial cycle with uncertainty estimates: A wavelet proposition
Metadata only
Date
2016-11Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Finance Research LettersVolume
Pages / Article No.
Publisher
ElsevierSubject
Financial cycle; Wavelet transform; Multi-scale analysis; BBQ algorithm; Turning points; Interval estimatesOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
More
Show all metadata