Pages that link to "Item:Q4719453"

The following pages link to The contribution of wavelets to the analysis of economic and financial data (Q4719453):

Displaying 19 items.

• Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces (Q984604) (← links)
• Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
• The scale of predictability (Q1739637) (← links)
• Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• Grain Price Forecasting Using a Hybrid Stochastic Method (Q4595322) (← links)
• Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
• Systematic risk and timescales (Q4647250) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
• On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
• Causal structure among US corn futures and regional cash prices in the time and frequency domain (Q5036343) (← links)
• Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
• Wavelet fuzzy hybrid model for physico-financial signals (Q5129039) (← links)
• A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
• Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements (Q5222299) (← links)
• Errors-in-variables estimation with wavelets (Q5300753) (← links)
• Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective (Q6553219) (← links)
• Timescale methods in economics: wavelet analysis of business cycle fluctuations (Q6609968) (← links)