WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS
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Cites work
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Cited in
(16)- LONG MEMORY AND SAMPLING FREQUENCIES: EVIDENCE IN STOCK INDEX FUTURES MARKETS
- Short and long memory in stock returns data
- ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS
- Long-run wavelet-based correlation for financial time series
- Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
- Estimators of long-memory: Fourier versus wavelets
- FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES
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- Wavelet fuzzy hybrid model for physico-financial signals
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- A wavelet method coupled with quasi-self-similar stochastic processes for time series approximation
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