Identifying the sources of seasonal predictability based on climate memory analysis and variance decomposition

Link:
Autor/in:
Erscheinungsjahr:
2020
Medientyp:
Text
Schlagworte:
  • Detrended Fluctuation Analyse (DFA)
  • Multifractal
  • Hurst Exponent
  • Models
  • Risks
  • Finance
  • Detrended Fluctuation Analyse (DFA)
  • Multifractal
  • Hurst Exponent
  • Models
  • Risks
  • Finance
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH
Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/c6495530-1c56-4730-9bef-f5fc5ee4b5f8