Dating the financial cycle with uncertainty estimates: A wavelet proposition
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Author / Producer
Date
2016-11
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
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Publication status
published
External links
Editor
Book title
Journal / series
Volume
19
Pages / Article No.
298 - 304
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Financial cycle; Wavelet transform; Multi-scale analysis; BBQ algorithm; Turning points; Interval estimates
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)