Jeyanthi Karuppiah

Nanyang Technological University (NTU) - Centre for Research in Financial Services (CREFS)

Nanyang Avenue

Singapore, 639798

Singapore

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Scholarly Papers (1)

1.

Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997

Number of pages: 58 Posted: 05 Nov 2000
Cornelis A. Los and Jeyanthi Karuppiah
University of California at Irvine - The Paul Merage School of Business and Nanyang Technological University (NTU) - Centre for Research in Financial Services (CREFS)
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Citation 4

Abstract:

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foreign exchange markets, anti-persistence, long-term dependence, multi-resolution analysis, wavelets, time-scale analysis, scaling laws, irregularity analysis, randomness, Asia