Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series

Cristina Gorrostieta, Hernando Ombao and Rainer von Sachs

No 2014030, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2014-01-01
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Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvad:2014030

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