Pages that link to "Item:Q5245902"

The following pages link to Jump detection with wavelets for high-frequency financial time series (Q5245902):

Displaying 17 items.

• Multi-scale tests for serial correlation (Q473345) (← links)
• Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
• A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
• A solution for the greedy approximation of a step function with a waveform dictionary (Q2094508) (← links)
• Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
• Wavelet-based detection of outliers in financial time series (Q2445711) (← links)
• Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
• Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area (Q2687894) (← links)
• Amplitude and phase synchronization of European business cycles: a wavelet approach (Q2687895) (← links)
• Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
• Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries (Q2691669) (← links)
• Estimation of long memory in volatility using wavelets (Q2691712) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) (← links)
• Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
• (Q4880384) (← links)
• (Q5705689) (← links)