Pages that link to "Item:Q1588872"

The following pages link to Scaling properties of foreign exchange volatility (Q1588872):

Displaying 18 items.

• Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615) (← links)
• Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting (Q632930) (← links)
• Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method (Q665325) (← links)
• Wavelet analysis of stock returns and aggregate economic activity (Q1023637) (← links)
• Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
• Empirical scaling laws and the aggregation of non-stationary data (Q1673262) (← links)
• International finance, Lévy distributions, and the econophysics of exchange rates (Q1765134) (← links)
• Scaling, self-similarity and multifractality in FX markets (Q1873901) (← links)
• De-noising option prices with the wavelet method (Q1926918) (← links)
• A wavelet-based approach to test for financial market contagion (Q1927129) (← links)
• Wavelet-based option pricing: an empirical study (Q1991243) (← links)
• Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
• Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries (Q2691669) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• A WAVELET METHOD COUPLED WITH QUASI-SELF-SIMILAR STOCHASTIC PROCESSES FOR TIME SERIES APPROXIMATION (Q2890996) (← links)
• Multi-scaling in finance (Q3439863) (← links)
• Systematic risk and timescales (Q4647250) (← links)
• Gold price dynamics and the role of uncertainty (Q5234319) (← links)