Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method (Q665325): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Hua-Liang Wei / rank
Normal rank
 
Property / author
 
Property / author: Stephen A. Billings / rank
Normal rank
 
Property / author
 
Property / author: Hua-Liang Wei / rank
 
Normal rank
Property / author
 
Property / author: Stephen A. Billings / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2110112872 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ten Lectures on Wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4705314 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: The wavelet-NARMAX representation: A hybrid model structure combining polynomial models with multiresolution wavelet decompositions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification and reconstruction of chaotic systems using multiresolution wavelet decompositions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long term prediction of non-linear time series using multiresolution wavelet models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singularity spectrum of fractal signals from wavelet analysis: Exact results / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet methods in (financial) time-series processing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differentiating intraday seasonalities through wavelet multi-scaling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet analysis of discharge dynamics of fusimotor neurons / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet statistical complexity analysis of the classical limit / rank
 
Normal rank
Property / cites work
 
Property / cites work: The dimension of chaotic dynamical system in wavelet space and its application / rank
 
Normal rank
Property / cites work
 
Property / cites work: The analysis of VF and VT with wavelet-based Tsallis information measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model-free stochastic processes studied with \(q\)-wavelet-based informational tools / rank
 
Normal rank
Property / cites work
 
Property / cites work: From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scaling properties of foreign exchange volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scaling, self-similarity and multifractality in FX markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet-based estimators of scaling behavior / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet Variance Analysis of Output in G-7 Countries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3658782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Term and variable selection for non-linear system identification / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 23:47, 4 July 2024

scientific article
Language Label Description Also known as
English
Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method
scientific article

    Statements

    Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method (English)
    0 references
    5 March 2012
    0 references
    0 references
    wavelet transform
    0 references
    correlation function
    0 references
    foreign exchange rates
    0 references
    power law
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references