Optimal cycle dating of large financial time series
The study of cycles in the context of economic time series has been active for many decades, if not centuries; however, it was only in recent decades that more formal approaches for identifying cycles have been developed. Litvine and Bismans (2015) proposed a new approach for dating cycles in financ...
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| Format: | Others |
| Language: | English |
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Nelson Mandela Metropolitan University
2017
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| Online Access: | http://hdl.handle.net/10948/17767 |