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An introduction to wavelets and other filtering methods in finance and economics
Gençay, Ramazan; Selçuk, Faruk; Whitcher, Brandon - 2002
Persistent link: https://www.econbiz.de/10001581851
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Forecasting inflation using interest rates and time series models
Selçuk, Faruk - In: Yapı Kredı economic review : quarterly publ. of … 7 (1996) 1, pp. 39-48
Persistent link: https://www.econbiz.de/10001208021
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Forecasting with Bayesian vector autoregressions : an application to post-liberalization Turkey ; 1980-1991
Selçuk, Faruk - 1992
Persistent link: https://www.econbiz.de/10000870003
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The identification of spurious Lyapunov exponents in Jacobian algorithms
Gençay, Ramazan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 145-154
Persistent link: https://www.econbiz.de/10001769631
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Unit root tests with wavelets
Fan, Yanqin; Gençay, Ramazan - In: Econometric theory 26 (2010) 5, pp. 1305-1331
Persistent link: https://www.econbiz.de/10008662670
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Multi-scale tests for serial correlation
Gençay, Ramazan; Signori, Daniele - In: Journal of econometrics 184 (2015) 1, pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
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Long-run wavelet-based correlation for financial time series
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: European journal of operational research : EJOR 271 (2018) 2, pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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Application of wavelet decomposition in time-series forecasting
Zhang, Keyi; Gençay, Ramazan; Yazgan, Mustafa Ege - In: Economics letters 158 (2017), pp. 41-46
Persistent link: https://www.econbiz.de/10011849785
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Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Li, Meiyu; Gençay, Ramazan - In: Economics letters 155 (2017), pp. 104-110
Persistent link: https://www.econbiz.de/10011821626
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Is it Brownian or fractional Brownian motion?
Li, Meiyu; Gençay, Ramazan; Xue, Yi - In: Economics letters 145 (2016), pp. 52-55
Persistent link: https://www.econbiz.de/10011618176