Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
type: Dataset
description: International audience
issued: 2026-05-29T14:22:39.977509
language: en
modified: 2026-05-29T14:22:39.977515
contact point: Organization
  fn: CCSD
keyword: covariance-stationarity
keyword: infoeu-reposemanticsarticle
keyword: jel-c---mathematical-and-quantitative-methodscc1---econometric-and-statistical-methods-and-method
keyword: jel-c---mathematical-and-quantitative-methodscc3---multiple-or-simultaneous-equation-models--mul
keyword: jel-e---macroeconomics-and-monetary-economicsee3---prices-business-fluctuations-and-cyclesee3
keyword: journal-articles
keyword: monte-carlo-simulation
keyword: shsecohumanities-and-social-scienceseconomics-and-finance
keyword: shsstathumanities-and-social-sciencesmethods-and-statistics
keyword: time-frequency-domain
keyword: time-spectral-density
keyword: wavelets
landing page: 0264-9993

Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP
type: Distribution
format: HTML
issued: 2026-05-29T14:22:40.063825
modified: 2026-05-29T14:22:39.939365
access URL: https://hal.science/hal-00768502

test_moissonnage_selune
type: Agent