Lukas Vacha

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
Quantitative Finance
2019-02-06Paper
Modeling and forecasting exchange rate volatility in time-frequency domain
European Journal of Operational Research
2016-10-07Paper


Research outcomes over time


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