Exploring exchange rate returns at different time horizons
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Publication:699145
DOI10.1016/S0378-4371(02)00986-XzbMath0998.91038MaRDI QIDQ699145
Aslihan Altay-Salih, Ramzi Nekhili, Ramazan Gençay
Publication date: 6 October 2002
Published in: Physica A (Search for Journal in Brave)
Related Items (2)
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes ⋮ Time-varying persistence of inflation: evidence from a wavelet-based approach
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