Cross-correlating wavelet coefficients with applications to high-frequency financial time series

Christian Hafner

No 2012027, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2012-01-01
Note: In : Journal of Applied Statistics, vol. 39, no. 6, p. 1363-1379 (2012)
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Journal Article: Cross-correlating wavelet coefficients with applications to high-frequency financial time series (2012)
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