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Javier Fernandez-Macho

University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics)

Avda. Lehendakari Aguirre 83

Bilbao, Vizcaya 48015

Spain

  • University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics)

SCHOLARLY PAPERS

3

DOWNLOADS

527

TOTAL CITATIONS

4

Scholarly Papers (3)

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1.

Time-Localized Wavelet Multiple Regression and Correlation: Eurozone Stock Markets Across Scales and Time

Physica A, Vol. 492 (2018), pp. 1226–1238
Number of pages: 18 Posted: 30 Aug 2017 Last Revised: 11 Mar 2020
Javier Fernandez-Macho
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics)
Downloads 326 (230,418)
Citation 3

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Comovement dynamics, Euro zone, local regression, multiscale analysis, multivariate time series, non-stationary time series, stock markets, wavelet transform, weighted least squares

2.

A Frequency Domain Method for the Estimation and Forecasting of Spatial Big Data

Number of pages: 7 Posted: 19 Jun 2019
Javier Fernandez-Macho
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics)
Downloads 120 (596,393)
Citation 1

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Big data, Discrete Fourier Transform, Spatial statistics, Spectral likelihood, Signal extraction, Smoothing

3.

Forecasting Worldwide Local Carbon Dioxide Levels Using Spectral Techniques and Big Data Sources

Number of pages: 17 Posted: 06 Apr 2020
Javier Fernandez-Macho
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics)
Downloads 81 (796,622)

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Big data, Climate change, Discrete Fourier Transform, Global emissions, Spatial statistics, Spectral likelihood, Signal extraction, Smoothing