Raath, Kim C.; Ensor, Katherine B. Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus. (English) Zbl 07705112 Sankhyā, Ser. B 85, No. 1, Suppl., S150-S176 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Martínez Compains, Jorge; Rodríguez Carreño, Ignacio; Gençay, Ramazan; Trani, Tommaso; Ramos Vilardell, Daniel Recovering cointegration via wavelets in the presence of non-linear patterns. (English) Zbl 07679736 Stud. Nonlinear Dyn. Econom. 25, No. 5, 255-265 (2021). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Uddin, Gazi Salah; Gençay, Ramazan; Bekiros, Stelios; Sahamkhadam, Maziar Enhancing the predictability of crude oil markets with hybrid wavelet approaches. (English) Zbl 1418.91398 Econ. Lett. 182, 50-54 (2019). MSC: 91B74 42C40 62P20 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Berger, Theo; Gençay, Ramazan Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment. (English) Zbl 1401.91571 J. Econ. Dyn. Control 92, 30-46 (2018). MSC: 91G80 91G70 91B30 × Cite Format Result Cite Review PDF Full Text: DOI