http://www.norges-bank.no/pages/95810/Staff_memo_2013_13.pdf
The length of financial cycles are roughly 3-4 times longer than that of business cycles
2014年3月31日月曜日
2014年3月26日水曜日
IRBC x EZ
International Risk Cycles
http://www.bankofcanada.ca/wp-content/uploads/2010/11/Verdelhan_Adrien.pdf
http://www.bankofcanada.ca/wp-content/uploads/2010/11/Verdelhan_Adrien.pdf
2014年3月17日月曜日
[matlab/octave] crosscorr/xcorr
crosscorr: sample cross correlation (Econometrics Toolbox)
http://www.mathworks.com/help/econ/crosscorr.html
xcorr: cross correlation (Signal Processing Toolbox)
http://www.mathworks.com/help/signal/ref/xcorr.html
http://www.mathworks.com/help/econ/crosscorr.html
xcorr: cross correlation (Signal Processing Toolbox)
http://www.mathworks.com/help/signal/ref/xcorr.html
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