On comparison of jump point detection for an exchange rate series

Science in China, Series A: Mathematics

Volumn 47, Issue 1, 2004, Pages 52-64

  Ip, Wai Cheung ^a   Wong, Heung ^a   Xie, Zhongjie ^b   Luan, Yihui ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b PEKING UNIVERSITY   (China)

Author keywords

Exchange rate; Jump points; Threshold; Wavelets

Indexed keywords

EID: 2042441742     PISSN: 10069283     EISSN: None     Source Type: Journal    
DOI: 10.1360/02ys0124     Document Type: Article

References (10)

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