A wavelet-based approach for modelling exchange rates
Year of publication: |
2011
|
---|---|
Authors: | Heni, Boubaker ; Mohamed, Boutahar |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 20.2011, 2, p. 201-220
|
Publisher: |
Springer |
Subject: | Exchange rates | Forecasting | GARMA-FIGARCH | Wavelets |
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