Papers
Curriculum Vitae
Journal:
Finance
Research Letters
Books:
An
Introduction to High-Frequency Finance
An
Introduction to Wavelets and Other Filtering Methods in Finance and
Economics
Software:
Wavelet
Unit Root Test Codes for R and SPlus
Asymmetric Vertical Volatility Codes (Wavelet-Based Hidden Markov Trees)
Lyapunov Exponents
Estimation Codes
Extreme Value
Estimation Codes
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