Did long-memory of liquidity signal the European sovereign debt crisis?

Zhuowei Sun Philip A. Hamill Youwei Li Y. C. Yang Samuel A. Vigne

Published in: Ann. Oper. Res. (2019)

Keyphrases

signal processing
frequency domain
memory size
high frequency
main memory
memory space
non stationary
memory requirements
historical data
wavelet analysis
credit risk
summer school
database systems
short term
stock market
memory usage