Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997

International Review of Financial Analysis

Volumn 14, Issue 2, 2005, Pages 211-246

  Karuppiah, Jeyanthi ^a   Los, Cornelis A ^b  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^b KENT STATE UNIVERSITY   (United States)

Author keywords

Antipersistence; Asia; Foreign exchange markets; Irregularity analysis; Long term dependence; Multiresolution analysis; Randomness; Scaling laws; Time scale analysis; Wavelets

Indexed keywords

EID: 12944305730     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2004.06.014     Document Type: Article

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