Pages that link to "Item:Q3632190"
From MaRDI portal
The following pages link to A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES (Q3632190):
Displaying 5 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion (Q1041301) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
- A test of the beta model on Eurodollar futures options (Q5433095) (← links)