ANALYSIS FINANCIAL AND ECONOMIC DATA USING JOINT TIME-FREQUENCY DISTRIBUTIONS
Authors
- Cătălin DUMITRESCU — Athenaeum University, Bucharest, Romania
Abstract
Analysis of economic/financial time series in the frequency domain is a relative underexplored area of the literature, particularly when the statistical properties of a time series are time-varying (evolving). In this case, the spectral content of the series varies as time passes, making conventional Fourier theory inadequate to fully describe the cyclic characteristics of the series. Time-Frequency Conjuncture Representation techniques (TFR) overcome this problem to the best of their ability, analyzing a given function of time (continuous or discrete) in the time domain and in the frequency domain simultaneously.
Keywords: JTFA, discrete-time discrete-frequency, time series
Cite this article
APA: Cătălin DUMITRESCU (2024). ANALYSIS FINANCIAL AND ECONOMIC DATA USING JOINT TIME-FREQUENCY DISTRIBUTIONS. Internal Auditing & Risk Management, Vol. 69, No. 69, pp. 46-55. https://doi.org/10.5281/zenodo.10901562
BibTeX:
@article{ctlindumitrescu202436,
title = {ANALYSIS FINANCIAL AND ECONOMIC DATA USING JOINT TIME-FREQUENCY DISTRIBUTIONS},
author = {Cătălin DUMITRESCU},
journal = {Internal Auditing & Risk Management},
year = {2024},
volume = {69},
pages = {46----55},
doi = {10.5281/zenodo.10901562}
}