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A note on the relationship between industry returns and inflation through a multiscaling approach
Kim, Sangbae; In, Francis Haeuck - In: Finance research letters 3 (2006) 1, pp. 73-78
Persistent link: https://www.econbiz.de/10003300880
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Introduction to Wavelet Theory in Finance : A Wavelet Multiscale Approach
In, Francis Haeuck - 2012
Key Features:This book covers the essence of wavelet analysis - such as the maximum overlap discrete wavelet transform, wavelet correlation, and variance - in a unified manner. It covers important topics in finance, such as portfolio asset allocation, asset pricing, hedging strategies, new risk...
Persistent link: https://www.econbiz.de/10012687027
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The effect of initial margin on long-run and short-run volatilities in Japan
Kim, Sangbae; Jung, Taehun - In: Journal of East Asian economic integration 17 (2013) 3, pp. 311-332
Persistent link: https://www.econbiz.de/10010197020
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Testing purchasing power parity in a multivariate cointegrating framework
In, Francis Haeuck - In: Applied economics 27 (1995) 9, pp. 891-899
Persistent link: https://www.econbiz.de/10001188722
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Detecting the sources of inflation using a cointegrated macroeconomic model : a case study of Australia
In, Francis Haeuck - In: Australian economic papers 34 (1995) 65, pp. 200-217
Persistent link: https://www.econbiz.de/10001197994
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Naive versus optimal diversification : tail risk and performance
Hwanga, Inchang; Xu, Simon; In, Francis - In: European journal of operational research : EJOR 265 (2018) 1, pp. 372-388
Persistent link: https://www.econbiz.de/10011805506