Essays about: "Baur Comovement"

Found 1 essay containing the words Baur Comovement.

  1. 1. Segmenting Observed Time Series Using Comovement and Complexity Measures

    University essay from KTH/Matematisk statistik

    Author : Lee Norgren; [2019]
    Keywords : Time Series; Correlation; Baur Comovement; Kolmogorov Complexity; Tidsserie; Korrelation; Baur Comovement; Kolmogorovkomplexitet;

    Abstract : Society depends on unbiased, efficient and replicable measurement tools to tell us more truthfully what is happening when our senses would otherwise fool us. A new approach is made to consistently detect the start and end of historic recessions as defined by the US Federal Reserve. READ MORE