A wavelet-based approach for modelling exchange rates

Heni Boubaker () and Mohamed Boutahar

Statistical Methods & Applications, 2011, vol. 20, issue 2, 220 pages

Keywords: Exchange rates; Forecasting; GARMA-FIGARCH; Wavelets (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (21)

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DOI: 10.1007/s10260-010-0152-x

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