Travail de recherche/Working paper
| Titre: |
|
| Auteur: | Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc |
| Statut de publication: | Publié, 2014-02 |
| series: | ECARES Working Papers, ECARES 2014-07 |
| Sujet CREF: | Economie |
| Volumes/pages: | 65 p. |
| Mots-clés: | time series |
| spectral analysis | |
| periodogram | |
| quantiles | |
| copulas | |
| ranks | |
| spearman | |
| blomqvist | |
| gini spectra | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/156105 |
