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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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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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An introduction to wavelets and other filtering methods in finance and economics
Gençay, Ramazan; Selçuk, Faruk; Whitcher, Brandon - 2002
Persistent link: https://www.econbiz.de/10001581851
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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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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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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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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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Enhancing the predictability of crude oil markets with hybrid wavelet approaches
Uddin, Mohammed Gazi Salah; Gençay, Ramazan; Bekiros, … - In: Economics letters 182 (2019), pp. 50-54
Persistent link: https://www.econbiz.de/10012122427