A wavelet-based approach for modelling exchange rates-Reference-Cited by-同舟云学术

A wavelet-based approach for modelling exchange rates

Published:2010-10-20 Issue:2 Volume:20 Page:201-220
ISSN:1618-2510
Container-title:Statistical Methods & Applications
language:en
Short-container-title:Stat Methods Appl

Author:

Heni Boubaker,Mohamed Boutahar

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10260-010-0152-x.pdf

Reference24 articles.

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2. Baillie RT, Bollerslev T, Mikkelsen HO (1996) Fractionally integrated generalized autoregressive conditional heteroskedasticity. J Econom 74: 3–30

3. Brock WA, Dechert WD, Scheinkman JA (1987) A test for independence based on the correlation dimension. Working Paper, University of Wisconsin at Madison

4. Cheung YW (1993) Long memory in foreign-exchanges rates. J Bus Econ Stat 11: 93–101

5. Chung C-F (1996a) Estimating a generalized long memory process. J Econom 73: 237–259

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