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Barunik, Jozef; Vácha, Lukáš - 2014

-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the realized …

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Fay͏̈, Gilles; Moulines, Eric; Roueff, François; … - In: Journal of econometrics 151 (2009) 2, pp. 159-177

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Jensen, Mark J. - 2015

stationary process to have a spectral density function, wavelets can represent both stationary and nonstationary processes. As …

Persistent link: https://www.econbiz.de/10011382237

Gençay, Ramazan; Signori, Daniele - In: Journal of econometrics 184 (2015) 1, pp. 62-80

Persistent link: https://www.econbiz.de/10011326817

Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2014

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Bhandari, Avishek - In: The empirical economics letters : a monthly … 17 (2018) 2, pp. 167-176

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Jensen, Mark J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 455-475

Persistent link: https://www.econbiz.de/10011649139

Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2016

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Kraicová, Lucie; Baruník, Jozef - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-22

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Navarro, Fabien; Saumard, Adrien - 2017

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