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Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets
Ozun, Alper, (2007)
The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
Cifter, Atilla, (2007)
Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey