An omnibus noise filter

Computational Statistics

Volumn 24, Issue 3, 2009, Pages 459-479

  Morana, Claudio ^a,b  

^a UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^b International Centre for Economic Research   (Italy)

Author keywords

Exchange rates volatility; Flexible least squares; Long memory; Signal noise decomposition; Structural breaks

Indexed keywords

EID: 70350075374     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-008-0139-3     Document Type: Article

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