A wavelet-based approach for modelling exchange rates
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Publication:719004
DOI10.1007/s10260-010-0152-xzbMath1325.62167MaRDI QIDQ719004
Boutahar Mohamed, Boubaker Heni
Publication date: 27 September 2011
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-010-0152-x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
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