A wavelet-based method of variance homogeneity testing of foreign exchange rates

Cheng David Zhang, Francis Haeuck In, Alan A Farley

    Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

    Original languageEnglish
    Title of host publicationProceedings of the 2004 AFAANZ Conference
    EditorsP Gray
    Place of PublicationAustralia
    PublisherAFAANZ
    Pages1 - 37
    Number of pages37
    ISBN (Print)0975697609
    Publication statusPublished - 2004
    EventAccounting and Finance Association of Australia and New Zealand Conference 2004 - Alice Springs NT, Australia
    Duration: 4 Jul 20046 Jul 2004

    Conference

    ConferenceAccounting and Finance Association of Australia and New Zealand Conference 2004
    Abbreviated titleAFAANZ 2004
    CountryAustralia
    CityAlice Springs NT
    Period4/07/046/07/04

    Cite this

    Zhang, C. D., In, F. H., & Farley, A. A. (2004). A wavelet-based method of variance homogeneity testing of foreign exchange rates. In P. Gray (Ed.), Proceedings of the 2004 AFAANZ Conference (pp. 1 - 37). AFAANZ.