Wavelet analysis of stock returns and aggregate economic activity (Q1023637): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2007.07.019
+Normal rank
@@ Property / OpenAlex ID @@
+W2003317089
@@ Property / OpenAlex ID: W2003317089 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate denoising using wavelets and principal component analysis
+Normal rank
@@ Property / cites work @@
+Q4849992
@@ Property / cites work: Q4849992 / rank @@
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
+Normal rank
@@ Property / cites work @@
+Scaling properties of foreign exchange volatility
@@ Property / cites work: Scaling properties of foreign exchange volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Q2768756
@@ Property / cites work: Q2768756 / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+A theory for multiresolution signal decomposition: the wavelet representation
+Normal rank
@@ Property / cites work @@
+Q4850000
@@ Property / cites work: Q4850000 / rank @@
+Normal rank
@@ Property / cites work @@
+On estimation of the wavelet variance
@@ Property / cites work: On estimation of the wavelet variance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4488348
@@ Property / cites work: Q4488348 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to the special issue on statistical signal extraction and filtering
+Normal rank
@@ Property / cites work @@
+Q4241010
@@ Property / cites work: Q4241010 / rank @@
+Normal rank
@@ Property / cites work @@
+The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
+Normal rank
@@ Property / cites work @@
+Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
+Normal rank
@@ Property / cites work @@
+Q3433579
@@ Property / cites work: Q3433579 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelets and Dilation Equations: A Brief Introduction
+Normal rank