LIST OF TABLES
| 2.1 | Baxter and King filter coefficients | 46 |
| 3.1 | Scalar Kalman filter simulation | 82 |
| 4.1 | Scaling filter coefficients for selected Daubechies extremal phase wavelets | 114 |
| 4.2 | Scaling filter coefficients for selected Daubechies least asymmetric wavelets | 115 |
| 4.3 | Scaling filter coefficients for selected minimum-bandwidth discrete time wavelets | 119 |
| 4.4 | Unit-root test results for raw and first differenced series | 152 |
| 4.5 | Multiscale Granger causality tests | 153 |
| 4.6 | Granger causality F-tests | 159 |
| 5.1 | Maximum dynamic range for the spectra of DWT wavelet coefficients | 167 |
| 6.1 | Minimax thresholds | 215 |
| 7.1 | Results of testing IBM stock volatility for homogeneity of variance | 249 |
| 7.2 | Wavelet estimates of betas for different ... |
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