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of 15
pro vyhledávání: '"wavelet phase angle"'
Akademický článek
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Autor:
Martyna Marczak, Thomas Beissinger
We propose to use the wavelet concept of the phase angle to determine the lead-lag relationship between investor sentiment and excess returns that are related to the bubble component of stock prices. The wavelet phase angle allows for decoupling shor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7982745806d98b4e36568e59f254e2b7
https://hdl.handle.net/10419/117331
https://hdl.handle.net/10419/117331
Autor:
Marczak, Martyna, Beissinger, Thomas
This paper sheds new light on the mutual relationship between investor sentiment and excess returns corresponding to the bubble component of stock prices. We propose to use the wavelet concept of the phase angle to determine the leadlag relation be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______611::5cac8af3e49aa946dd19a12e8a6e21ef
http://opus.uni-hohenheim.de/volltexte/2015/1103/
http://opus.uni-hohenheim.de/volltexte/2015/1103/
Autor:
Joanna Bruzda
Publikováno v:
Economics : the Open-Access, Open-Assessment e-Journal (2011)
The paper considers some of the issues emerging from the discrete wavelet analysis of popular bivariate spectral quantities such as the coherence and phase spectra and the frequency-dependent time delay. The approach utilised here is based on the max
Autor:
Marczak, Martyna, Gómez, Víctor
This article provides new insights into the cyclical behavior of consumer and producer real wages in the USA and Germany. We apply two methods for the estimation of the cyclical components from the data: the approach based on the structural time seri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b5d0ea9d29ac62312bf7c93c5477995e
http://opus.uni-hohenheim.de/volltexte/2012/726/
http://opus.uni-hohenheim.de/volltexte/2012/726/
Autor:
Martyna Marczak, Víctor Gómez
This article provides new insights into the cyclical behavior of consumer and producer real wages in the USA and Germany. We apply two methods for the estimation of the cyclical components from the data: the approach based on the structural time seri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::35a3582ca7b51704c000fb1ac2e561ae
https://www.econstor.eu/bitstream/10419/59518/1/717875792.pdf
https://www.econstor.eu/bitstream/10419/59518/1/717875792.pdf
Autor:
Joanna Bruzda
Publikováno v:
Economics : the Open-Access, Open-Assessment e-Journal (2011)
The paper considers some of the problems emerging from discrete wavelet analysis of popular bivariate spectral quantities like the coherence and phase spectra and the frequency-dependent time delay. The approach taken here, introduced by Whitcher and
Autor:
Bruzda, Joanna
The paper considers some of the problems emerging from discrete wavelet analysis of popular bivariate spectral quantities like the coherence and phase spectra and the frequency-dependent time delay. The approach taken here, introduced by Whitcher and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::c9f18e83408829bd3dada257b9b34497
https://hdl.handle.net/10419/44953
https://hdl.handle.net/10419/44953
Akademický článek
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Akademický článek
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