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International stock market indices comovements : a new look
Madaleno, Mara, (2012)
Nonparametric estimation of the jump component in financial time series
Yener, Serkan, (2012)
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar, (2014)
Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series
Struzik, Zbigniew R., (2002)
Wavelet methods in (financial) time-series processing
Struzik, Zbigniew R., (2001)
Reasoning from non-stationarity