Information flow between volatilities across time scales
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- Fernandez Viviana P, 2005.
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- repec:wsi:ijtafx:v:12:y:2009:i:01:n:s0219024909005130 is not listed on IDEAS
More about this item
KeywordsDiscrete wavelet transform; wavelet-domain hidden Markov trees; foreign exchange markets; stock markets; multiresolution analysis; scaling;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G00 - Financial Economics - - General - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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