An omnibus noise filter
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-008-0139-3.pdf
Reference20 articles.
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3. Beltratti A, Morana C (2006) Breaks and persistence: macroeconomic causes of stock market volatility. J Econom 131: 151–177
4. Beveridge S, Nelson CR (1981) A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle. J Monet Econ 7: 151–174
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