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~person:"Bašta, Milan"
~person:"Gençay, Ramazan"
~person:"Lautier, Delphine"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Bašta, Milan
Gençay, Ramazan
Lautier, Delphine
Koopman, Siem Jan
14
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9
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6
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5
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5
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
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Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
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2
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
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3
Long-run wavelet-based correlation for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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4
Time series forecasting with a prior wavelet-based denoising step
Bašta, Milan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
26
(
2018
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011896615
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5
Application of wavelet decomposition in time-series forecasting
Zhang, Keyi
;
Gençay, Ramazan
;
Yazgan, Mustafa Ege
- In:
Economics letters
158
(
2017
),
pp. 41-46
Persistent link: https://www.econbiz.de/10011849785
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6
Simulating bivariate stationary processes with scale-specific characteristics
Bašta, Milan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
22
(
2014
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10010401224
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7
Additive decomposition and boundary conditions in wavelet-based forecasting approaches
Bašta, Milan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
22
(
2014
)
2
,
pp. 48-70
Persistent link: https://www.econbiz.de/10010408529
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8
Unit root tests with wavelets
Fan, Yanqin
;
Gençay, Ramazan
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1305-1331
Persistent link: https://www.econbiz.de/10008662670
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9
Simple and extended Kalman filters : an application to term structures of commodity prices
Lautier, Delphine
;
Galli, Alain
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 963-973
Persistent link: https://www.econbiz.de/10002195491
Saved in:
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