References in zbMATH (referenced in 120 articles , 1 standard article )

Showing results 1 to 20 of 120.
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  1. Craigmile, Peter F.; Mondal, Debashis: Estimation of long-range dependence in gappy Gaussian time series (2020)
  2. Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, Claudio: The scale of predictability (2019)
  3. Beckmann, Joscha; Berger, Theo; Czudaj, Robert: Gold price dynamics and the role of uncertainty (2019)
  4. Bu, Di; Liao, Yin; Shi, Jing; Peng, Hongfeng: Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (2019)
  5. Huang, Hsin-Hsiung; Girimurugan, Senthil Balaji: Discrete wavelet packet transform based discriminant analysis for whole genome sequences (2019)
  6. Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya: Wavelet-based option pricing: an empirical study (2019)
  7. Samejima, Kim; Morettin, Pedro A.; Sato, João Ricardo: Directed wavelet covariance (2019)
  8. Zhang, Yue-Jun; Li, Shu-Hui: The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (2019)
  9. Berger, Theo; Gençay, Ramazan: Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (2018)
  10. Bessec, Marie; Fouquau, Julien: Short-run electricity load forecasting with combinations of stationary wavelet transforms (2018)
  11. Boubaker, Heni: A generalized ARFIMA model with smooth transition fractional integration parameter (2018)
  12. Cardinali, Alessandro; Nason, Guy P.: Practical powerful wavelet packet tests for second-order stationarity (2018)
  13. Conlon, Thomas; Cotter, John; Gençay, Ramazan: Long-run wavelet-based correlation for financial time series (2018)
  14. Gallegati, Marco; Delli Gatti, Domenico: Macrofinancial imbalances in historical perspective: a global crisis index (2018)
  15. Hayashi, Takaki; Koike, Yuta: Wavelet-based methods for high-frequency lead-lag analysis (2018)
  16. Keylock, Christopher J.: Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (2018)
  17. Kılıç, Deniz Kenan; Uğur, Ömür: Multiresolution analysis of S&P500 time series (2018)
  18. Zhao, Xin; Barber, Stuart; Taylor, Charles C.; Milan, Zoka: Classification tree methods for panel data using wavelet-transformed time series (2018)
  19. Jach, Agnieszka; Kokoszka, Piotr: Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (2017)
  20. Li, Meiyu; Gençay, Ramazan: Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (2017)

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