Value at risk estimation with entropy-based wavelet analysis in exchange markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
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More about this item
KeywordsCross-correlation; Multivariate wavelet analysis; Wavelet denoising algorithm; Exchange market;
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