Time-frequency analysis of econometric time series

Sharif Corinaldi; Leon Cohen

doi:10.1117/12.726112

15 June 2007 Time-frequency analysis of econometric time series

Sharif Corinaldi, Leon Cohen

Proceedings Volume 6601, Noise and Stochastics in Complex Systems and Finance; 660117 (2007) https://doi.org/10.1117/12.726112
Event: SPIE Fourth International Symposium on Fluctuations and Noise, 2007, Florence, Italy

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.

Citation Download Citation

Sharif Corinaldi and Leon Cohen "Time-frequency analysis of econometric time series", Proc. SPIE 6601, Noise and Stochastics in Complex Systems and Finance, 660117 (15 June 2007); https://doi.org/10.1117/12.726112

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available