This is a post-peer-review, pre-copyedit version of an article published in 'Journal of Quantitative Economics'. The final authenticated version is available online at: https://doi.org/10.1007/s40953-020-00220-0. The following terms of use apply: https://www.springer.com/gp/open-access/publication-policies/aam-terms-of-use. Deposited by shareyourpaper.org and openaccessbutton.org. We've taken reasonable steps to ensure this content doesn't violate copyright. However, if you think it does you can request a takedown by emailing help@openaccessbutton.org
This paper relies on wavelet multiresolution analysis to investigate the dependence structure and pr...
In this paper, we study the long memory behavior of Bitcoin, Litecoin, Ethereum, Ripple, Monero, and...
Wavelets orthogonally decompose data into different frequency components, and the temporal and frequ...
This paper seeks to understand the long memory behaviour of global equity returns using novel method...
The paper studies the impact of different time-scales on the market risk of individual stock market ...
We study the relationship between average returns and risk factors through wavelet multiscaling appr...
Memory in finance is the foundation of a well-established forecasting model, and new financial theor...
Cette thèse fait appel à la théorie des ondelettes pour estimer le paramètre de mémoire longue dans ...
This study investigates the long range dependence and correlation structures of some select stock ma...
According to uncovered interest parity (UIP) theory, the rates of return on comparable assets should...
We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific in...
In this study, features of the financial returns of the PSI20index, related to market efficiency, a...
This paper examines the relationship between Indian equity prices other developed markets, in the ti...
This article is dedicated to eliminate financial time series multifractal research method which is b...
In this research Multifractal Indicators Evolution is considered. The Idea of this research is to pr...
This paper relies on wavelet multiresolution analysis to investigate the dependence structure and pr...
In this paper, we study the long memory behavior of Bitcoin, Litecoin, Ethereum, Ripple, Monero, and...
Wavelets orthogonally decompose data into different frequency components, and the temporal and frequ...
This paper seeks to understand the long memory behaviour of global equity returns using novel method...
The paper studies the impact of different time-scales on the market risk of individual stock market ...
We study the relationship between average returns and risk factors through wavelet multiscaling appr...
Memory in finance is the foundation of a well-established forecasting model, and new financial theor...
Cette thèse fait appel à la théorie des ondelettes pour estimer le paramètre de mémoire longue dans ...
This study investigates the long range dependence and correlation structures of some select stock ma...
According to uncovered interest parity (UIP) theory, the rates of return on comparable assets should...
We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific in...
In this study, features of the financial returns of the PSI20index, related to market efficiency, a...
This paper examines the relationship between Indian equity prices other developed markets, in the ti...
This article is dedicated to eliminate financial time series multifractal research method which is b...
In this research Multifractal Indicators Evolution is considered. The Idea of this research is to pr...
This paper relies on wavelet multiresolution analysis to investigate the dependence structure and pr...
In this paper, we study the long memory behavior of Bitcoin, Litecoin, Ethereum, Ripple, Monero, and...
Wavelets orthogonally decompose data into different frequency components, and the temporal and frequ...