Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Philippe Charlot"'
Publikováno v:
International Journal of Climatology. 37:2295-2303
This article specifies a multi-factor long memory process, namely Gegenbauer process, particularly adapted for data with slow damping correlations and cyclical patterns, and explores the use of this representation in the inter-annual climate variabil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83a93df67aab489b1dc5ce81828573f3
https://doi.org/10.1002/joc.4843
https://doi.org/10.1002/joc.4843
Publikováno v:
Energy Economics
Energy Economics, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
Energy Economics, Elsevier, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
Energy Economics, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
Energy Economics, Elsevier, 2014, 44, pp.456--467. ⟨10.1016/j.eneco.2014.04.021⟩
ACL-2; International audience; This study examines the volatility and correlation and their relationships among the euro/US dollar exchange rates, the S&P500 equity indices, and the prices of WTI crude oil and the precious metals (gold, silver, and p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90c0f70e56efe4dc71d36b19904bcacf
https://hal.archives-ouvertes.fr/hal-00980125
https://hal.archives-ouvertes.fr/hal-00980125
