A wavelet-based approach for modelling exchange rates (Q719004)

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A wavelet-based approach for modelling exchange rates
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    title
    A wavelet-based approach for modelling exchange rates (English)
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    author
    Boubaker Heni
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    Boutahar Mohamed
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    publication date
    27 September 2011
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    Mathematics Subject Classification ID
    62M10
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    42C40
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    62P05
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    zbMATH DE Number
    5950637
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    zbMATH Keywords
    exchange rates
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    forecasting
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    GARMA-FIGARCH
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    wavelets
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