Differentiating intraday seasonalities through wavelet multi-scaling (Q88369): Difference between revisions

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-.1016/S0378-4371(00)00463-5
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-Ramazan Gençay
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-Faruk Selçuk
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-Brandon Whitcher
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+Ramazan Gençay
@@ Property / author: Ramazan Gençay / rank @@
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+Faruk Selçuk
@@ Property / author: Faruk Selçuk / rank @@
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+Brandon Whitcher
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+The Distribution of Realized Exchange Rate Volatility
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+Q4003151
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+Ten Lectures on Wavelets
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+Q4705314
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+A theory for multiresolution signal decomposition: the wavelet representation
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+Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets
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+Q4850000
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+On estimation of the wavelet variance
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+Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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+https://doi.org/10.1016/s0378-4371(00)00463-5
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+Publication:88369