Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (Q4555120): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Didier Sornette / rank
Normal rank
 
Property / author
 
Property / author: Didier Sornette / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3101753548 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1408.5618 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advertising and Aggregate Consumption: An Analysis of Causality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analyzing multiple nonlinear time series with extended Granger causality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3713477 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Super-exponential growth expectations and the global financial crisis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear analysis of bivariate data with cross recurrence plots / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stationary Bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting Causality in Complex Ecosystems / rank
 
Normal rank
Property / cites work
 
Property / cites work: 2000-2003 real estate bubble in the UK but not in the USA / rank
 
Normal rank

Latest revision as of 09:56, 17 July 2024

scientific article; zbMATH DE number 6981236
Language Label Description Also known as
English
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
scientific article; zbMATH DE number 6981236

    Statements

    Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    19 November 2018
    0 references
    lead-lag structure
    0 references
    symmetric thermal optimal path
    0 references
    statistical test
    0 references
    housing market
    0 references
    monetary policy
    0 references
    stochastic time series
    0 references

    Identifiers