Conditional spectral methods

DOI10.1016/J.JECONOM.2024.105863MaRDI QIDQ7011700zbMATH OpenFDO

Authors Federico M. Bandi, Yinan Su

Publication date 18 March 2025

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105863

zbMATH Keywords

portfolio allocationspectral predictive cyclestime/scale representations

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A persistence-based Wold-type decomposition for stationary time series
• A theory for multiresolution signal decomposition: the wavelet representation
• Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B
• scientific article; zbMATH DE number 5984103 (Why is no real title available?)
• scientific article; zbMATH DE number 3332973 (Why is no real title available?)
• Nonlinearity of ARCH and stochastic volatility models and Bartlett's formula
• Regression for time series with errors of measurement
• SPECTRAL FINANCIAL ECONOMETRICS
• The scale of predictability
• Zur Theorie der orthogonalen Funktionensysteme. (Erste Mitteilung.)

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