This paper applies new and recently introduced approaches to study trend...
Motivated by the current fears of a potentially stagflationary global
ec...
We use new and established methodologies in multivariate time series ana...
This paper introduces a new framework to quantify distance between finit...
This paper uses new and recently introduced methodologies to study the
s...
This paper proposes a cluster-based method to analyse multivariate syste...
We develop a new method to find the number of volatility regimes in a
no...
This paper studies spectral density estimates obtained assuming a
Gaussi...
We introduce a general framework for defining equivalence and measuring
...
This paper proposes a new method for financial portfolio optimisation ba...
We propose a new approach using the MJ_1 semi-metric, from the more gene...
This paper proposes a new method for determining similarity and anomalie...
Discrimination between non-stationarity and long-range dependency is a
d...