Wavelets in Economics and Finance: Past and Future
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Publication:3368296
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- Statistical analysis of financial time series under the assumption of local stationarity
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- Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area
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- Wavelet-based prediction of oil prices
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- Wavelet analysis of near-resonant series RLC circuit with time-dependent forcing frequency
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- Wavelet Transforms and Commodity Prices
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- A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence
- A wavelet based approach to measure and manage contagion at different time scales
- A new wavelet-based denoising algorithm for high-frequency financial data mining
- Causal structure among US corn futures and regional cash prices in the time and frequency domain
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series
- Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach
- Modeling and forecasting exchange rate volatility in time-frequency domain
- Emergence of turbulent epochs in oil prices
- Time-varying persistence of inflation: evidence from a wavelet-based approach
- Structural asset pricing theory with wavelets
- Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis
- Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
- Early warning signals of financial stress: a ``wavelet-based composite indicators approach
- Recovering cointegration via wavelets in the presence of non-linear patterns
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