Pages that link to "Item:Q1926918"
From MaRDI portal
The following pages link to De-noising option prices with the wavelet method (Q1926918):
Displayed 9 items.
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Causal relationships between inflation and inflation uncertainty (Q2697108) (← links)
- A neural network enhanced volatility component model (Q4991057) (← links)
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287) (← links)
- Time series modeling and forecasting by mathematical programming (Q6109289) (← links)