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Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data.

A. InkayaYeliz Yolcu-Okur
Published in: J. Comput. Appl. Math. (2014)
Keyphrases
  • high frequency
  • data analysis
  • image data
  • low frequency
  • machine learning
  • high resolution
  • wavelet transform
  • subband
  • discrete wavelet transform