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Proceedings Paper

Time-frequency analysis of econometric time series
Author(s): Sharif Corinaldi; Leon Cohen
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Paper Abstract

We review the basic concepts of time-frequency analysis which are methods that indicate not only that which frequencies in a time series but also when they existed. A number of examples are given to illustrate the possible use of these methods to econometric series. The methods are applied to the Beveridge Wheat Price Series.

Paper Details

Date Published: 15 June 2007
PDF: 9 pages
Proc. SPIE 6601, Noise and Stochastics in Complex Systems and Finance, 660117 (15 June 2007); doi: 10.1117/12.726112
Show Author Affiliations
Sharif Corinaldi, Hunter College, CUNY (United States)
Leon Cohen, Hunter College, CUNY (United States)


Published in SPIE Proceedings Vol. 6601:
Noise and Stochastics in Complex Systems and Finance
János Kertész; Stefan Bornholdt; Rosario N. Mantegna, Editor(s)

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