The following pages link to Systematic risk and timescales (Q4647250):
Displayed 15 items.
- A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431) (← links)
- 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)
- Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Wavelet-based prediction of oil prices (Q2483615) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← 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)
- Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis (Q2691767) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Causal structure among US corn futures and regional cash prices in the time and frequency domain (Q5036343) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series (Q5127043) (← links)