Scaling properties of foreign exchange volatility (Q1588872)
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scientific article; zbMATH DE number 1540984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling properties of foreign exchange volatility |
scientific article; zbMATH DE number 1540984 |
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Scaling properties of foreign exchange volatility (English)
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5 December 2000
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wavelet multi-scaling approach
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time series variance
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discrete wavelet transformation
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