Analysis of non-stationary dynamics in the financial system

Economics Letters

Volumn 121, Issue 3, 2013, Pages 454-457

  Guharay, Samar K ^a   Thakur, Gaurav S ^a   Goodman, Fred J ^a   Rosen, Scott L ^a   Houser, Daniel ^b  

^a MITRE CORPORATION   (United States)

^b GEORGE MASON UNIVERSITY   (United States)

Author keywords

Detection of macroeconomic instability; Functional PCA; Multi time scale characteristics; Non stationary time series; Synchrosqueezing

Indexed keywords

EID: 84886401530     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2013.09.026     Document Type: Article

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