Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
Year of publication: |
2005
|
---|---|
Authors: | Karuppiah, Jeyanthi ; Los, Cornelis Albertus |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 2, p. 211-246
|
Subject: | Währungsderivat | Currency derivative | Theorie | Theory | Zustandsraummodell | State space model |
-
Le rejet de l'hypothèse d'efficience variable dans le temps sur le marché des changes
Koning, Camiel de, (2000)
-
Wavelet multisolution analysis of high-frequency FX rates, summer 1997
Karuppiah, Jeyanthi, (2000)
-
Time-varying forward bias and the expected excess return
Zhu, Zhen, (2002)
- More ...
-
Wavelet multisolution analysis of high-frequency FX rates, summer 1997
Karuppiah, Jeyanthi, (2000)
-
Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
Los, Cornelis Albertus, (2000)
-
Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
LOS, CORNELIS A., (2004)
- More ...