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~person:"Baruník, Jozef"
~person:"Bhandari, Avishek"
~person:"Gençay, Ramazan"
~subject:"Estimation theory"
~subject:"Volatility"
~type:"article"
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Estimation theory
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9
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wavelets
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Baruník, Jozef
Bhandari, Avishek
Gençay, Ramazan
Fiza Qureshi
2
Kamaiah, Bandi
2
Power, Gabriel J.
2
Qureshi, Saba
2
Ur Rehman, Mobeen
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Xuan Vinh Vo
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Duc Hong Vo
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Long memory and fractality among global equity markets : a multivariate wavelet approach
Bhandari, Avishek
;
Kamaiah, Bandi
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012489848
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2
Contagion among select global equity markets : a time-frequency analysis
Bhandari, Avishek
;
Kamaiah, Bandi
- In:
Global economy journal : GEJ
19
(
2019
)
4
,
pp. 1950023-1-29
Persistent link: https://www.econbiz.de/10012214476
Saved in:
3
Long memory in stock returns : an analysis using a wavelet based semi-parametric estimator
Bhandari, Avishek
- In:
The empirical economics letters : a monthly …
17
(
2018
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10011912845
Saved in:
4
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
5
Gold, oil, and stocks : dynamic correlations
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 186-201
Persistent link: https://www.econbiz.de/10011625108
Saved in:
6
Multi-scale tests for serial correlation
Gençay, Ramazan
;
Signori, Daniele
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 62-80
Persistent link: https://www.econbiz.de/10011326817
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