Browsing 01 Mathematical Sciences by Author "Lin, S."

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Browsing 01 Mathematical Sciences by Author "Lin, S."

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  • Stevenson, M. J; Lin, S. (Massachusetts Institute of Technology Press, 2001)
    In this paper, it is shown how one can employ the wavelet analysis to reconstruct data based only on the subset of information that differentiates the twofundamentally related time series: spot and futures indices. Such ...