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Original Articles

Wavelet-based beta estimation and Japanese industrial stock prices

Pages 85-88 | Published online: 16 Aug 2006

References

References

  • Gençay R Selçuk F Whitcher B 2002 An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press San Diego
  • Percival D Walden A 2000 Wavelet Methods for Time Series Analysis, Cambridge University Press Cambridge

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