On the Phase Dependence in Time-Varying Correlations Between Time-Series

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages41
Publication statusPublished - 2013

Publication series

NameTI Discussion Paper
No.13-054/III

Cite this

Blasques, F. (2013). On the Phase Dependence in Time-Varying Correlations Between Time-Series. (TI Discussion Paper; No. 13-054/III). Amsterdam: Tinbergen Institute.
Blasques, F. / On the Phase Dependence in Time-Varying Correlations Between Time-Series. Amsterdam : Tinbergen Institute, 2013. (TI Discussion Paper; 13-054/III).
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Blasques, F 2013 'On the Phase Dependence in Time-Varying Correlations Between Time-Series' TI Discussion Paper, no. 13-054/III, Tinbergen Institute, Amsterdam.

On the Phase Dependence in Time-Varying Correlations Between Time-Series. / Blasques, F.

Amsterdam : Tinbergen Institute, 2013. (TI Discussion Paper; No. 13-054/III).

Research output: Working paperProfessional

TY - UNPB

T1 - On the Phase Dependence in Time-Varying Correlations Between Time-Series

AU - Blasques, F.

PY - 2013

Y1 - 2013

M3 - Working paper

T3 - TI Discussion Paper

BT - On the Phase Dependence in Time-Varying Correlations Between Time-Series

PB - Tinbergen Institute

CY - Amsterdam

ER -

Blasques F. On the Phase Dependence in Time-Varying Correlations Between Time-Series. Amsterdam: Tinbergen Institute. 2013. (TI Discussion Paper; 13-054/III).