Publications of Whitcher, B.
2004
Multiscale Systematic Risk (2004), in: J of International Money and Finance, 24(55-70) | , and ,
Systematic risk and timescales (2004), in: Quantitative Finance, 3(108-116) | , and ,
2001
Differentiating intraday seasonalities through wavelet muti-scaling (2001), in: Physica A, 289(543-556) | , and ,
Scaling properties of foreign exchange volatility (2001), in: Physica A, 289(249-266) | , and ,
Scaling properties of foreign exchange volatility (2001), in: Physica A, 289(249-266) | , and ,