Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997

By Cornelis A. Los, Jeyanthi Karuppiah. 2005

73 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e044371ce85407a46f2866aae50b6e756a2dabf5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. V. Fernandez
2. Thomas Conlon
3. John Cotter

In Finance

1. V. Fernandez
2. Thomas Conlon
3. John Cotter

Citations in the corpus

• Multi-period hedge ratios for a multi-asset portfolio when accounting for returns comovement (2008, methodology): “In order to model the behavior of financial series at different time spans, researchers have resorted to wavelet analysis, a mathematical tool developed in the early 1990’s (e.g., Li and Stevenson 2001; Gençay, Whitcher, and Selçuk 2003, 2005; Karuppiah and Los, 2005; Connor and Rossiter, 2005; Fern”