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Estimating bivariate GARCH-Jump Model Based on High Frequency Data: the Case of Revaluation of the Chinese Yuan in July 2005.

Xinhong LuKen-ichi KawaiKoichi Maekawa
Published in: Asia Pac. J. Oper. Res. (2010)
Keyphrases
  • high frequency
  • low frequency
  • high quality
  • high resolution
  • subband
  • wavelet decomposition
  • multiresolution
  • image data