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The hedge ratio and the empirical relationship between the stock and futures markets : a new approach using wavelet analysis
In, Francis Haeuck; Kim, Sangbae - In: The journal of business : B 79 (2006) 2, pp. 799-820
Persistent link: https://www.econbiz.de/10003310384
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An introduction to wavelet theory in finance : a wavelet multiscale approach
In, Francis Haeuck; Kim, Sangbae - 2012
Persistent link: https://www.econbiz.de/10009681055
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Introduction to Wavelet Theory in Finance : A Wavelet Multiscale Approach
In, Francis - 2012
Key Features:This book covers the essence of wavelet analysis - such as the maximum overlap discrete wavelet transform, wavelet correlation, and variance - in a unified manner. It covers important topics in finance, such as portfolio asset allocation, asset pricing, hedging strategies, new risk...
Persistent link: https://www.econbiz.de/10012687027
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Modeling volatility and changes in the swap spread
In, Francis Haeuck; Brown, Rob; Fang, Victor - In: International review of financial analysis 12 (2003) 5, pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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Dynamic interdependence and volatility transmission of Asian stock markets : evidence from the Asian crisis
In, Francis Haeuck (contributor) - In: International review of financial analysis 10 (2001) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10001573051
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Modelling manufactured exports : evidence for Asian newly indistrialising economies
In, Francis Haeuck - 1998
Persistent link: https://www.econbiz.de/10001416746
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An evaluation of export revenues as determinants of economic growth in the South Pacific Island nations
Onchoke, Sospeter N. - In: Journal of international development : the journal of … 10 (1998) 7, pp. 857-869
Persistent link: https://www.econbiz.de/10001254324
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Testing purchasing power parity in a multivariate cointegrating framework
In, Francis Haeuck - In: Applied economics 27 (1995) 9, pp. 891-899
Persistent link: https://www.econbiz.de/10001188722