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From
A Wavelet-ARMA-GARCH Refinement Method to VaR Estimate for Foreign Exchange Market
Samia Mederessi, Slaheddine Hallara
International Journal of Business and Risk Management
.
2018
, 1(1), 28-36
Figure 1.
Return series for CAD/USD
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Figure 2.
Return series for JPY/USD
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Figure 3.
Return series for SFR/USD
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Figure 4.
Return series for SZF/USD
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