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"Co-movement selective detection filter to identify time series co-movement ..."

Jitka Pomenková, Eva Klejmova (2021)

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DOI: 10.1016/J.DSP.2021.103033

access: closed

type: Journal Article

metadata version: 2023-05-13

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Jitka Pomenková, Eva Klejmova:
Co-movement selective detection filter to identify time series co-movement indicator or to filter out symmetric economic shocks. Digit. Signal Process. 114: 103033 (2021)

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