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Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators. (2023). Gannaz, Irene.
In: Stochastic Processes and their Applications.
RePEc:eee:spapps:v:155:y:2023:i:c:p:485-534.

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  62. Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data. (2004). Maharaj, Elizabeth ; Galagedera, Don.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-16.

    Full description at Econpapers || Download paper

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