Generalized spectral coherence for cyclostationary signals with α-stable distribution
Sign Up to like & getrecommendations! Published in 2021 at "Mechanical Systems and Signal Processing"
DOI: 10.1016/j.ymssp.2021.107737
Abstract: Abstract The statistical characteristics of cyclostationary signals vary periodically in time. In the Gaussian (or second-order) case this property is typically related to the periodic autocovariance function. Thus, many classical methods for detection of cyclostationarity… read more here.
Keywords: spectral coherence; cyclostationary signals; stable distribution; generalized spectral ... See more keywords
Testing the efficiency of metal's market: new evidence from a generalized spectral test
Sign Up to like & getrecommendations! Published in 2020 at "Studies in Economics and Finance"
DOI: 10.1108/sef-07-2019-0253
Abstract: This paper aims to examine the weak form of efficiency for price series of four precious metals, i.e. gold, silver, platinum and palladium, using a generalized spectral method.,The method has the advantage of detecting both… read more here.
Keywords: rolling windows; efficiency metal; market; generalized spectral ... See more keywords
A Study on the Efficiency of the Housing Market Using the Generalized Spectral Tests
Sign Up to like & getrecommendations! Published in 2019 at "Housing Studies"
DOI: 10.24957/hsr.2019.27.4.69
Abstract: Efficiency of asset market is an important issue for both policy makers and market participants. Housing market in general is expected to be less efficient than the stock market, but the conjecture is not fully… read more here.
Keywords: market using; market; generalized spectral; housing ... See more keywords