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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

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

The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads

Ji, Philip Inyeob; In, Francis Haeuck - In: Journal of international financial markets, … 20 (2010) 5, pp. 575-589

Persistent link: https://www.econbiz.de/10009247741

Long run relationships between world vegetable oil prices

In, Francis Haeuck; Inder, Brett A. - 1995

Persistent link: https://www.econbiz.de/10000912078

The long-term impact of sovereign wealth fund investments

Park, Jonghyeon; Xu, Simon; In, Francis Haeuck; Ji, … - In: Journal of financial markets 45 (2019), pp. 115-138

Persistent link: https://www.econbiz.de/10012317498

Does oil move equity prices? : a global view

Nandha, Mohan; Faff, Robert W. - In: Energy economics 30 (2008) 3, pp. 986-997

Persistent link: https://www.econbiz.de/10003744779

Forecasting stock market volatility : further international evidence

Balaban, Ercan; Bayar, Asli; Faff, Robert W. - In: The European journal of finance 12 (2006) 2, pp. 171-188

Persistent link: https://www.econbiz.de/10003305479

Revisiting the vexing question : does superior corporate social performance lead to improved financial performance

Lee, Darren D.; Faff, Robert W.; Langfield-Smith, Kim - In: Australian journal of management 34 (2009) 1, pp. 21-49

Persistent link: https://www.econbiz.de/10003870198

Variations in sovereign credit quality assessments across rating agencies

Hill, Paula; Brooks, Robert; Faff, Robert W. - In: Journal of banking & finance 34 (2010) 6, pp. 1327-1343

Persistent link: https://www.econbiz.de/10003978391

Individual financial risk tolerance and the global financial crisis

Gerrans, Paul; Faff, Robert W.; Hartnett, Neil - In: Accounting and finance : journal of the Accounting … 55 (2015) 1, pp. 165-185

Persistent link: https://www.econbiz.de/10011306045