Multiresolution analysis of S\&P500 time series

DOI10.1007/S10479-016-2215-3zbMath1404.62087OpenAlexW2368473301MaRDI QIDQ1703550

Ömür Uğur, Deniz Kenan Kılıç

Publication date: 2 March 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://etd.lib.metu.edu.tr/upload/12618854/index.pdf

zbMATH Keywords

waveletsmultiresolution analysistime series analysisstatistical analysisfrequency domain analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60)

Related Items (6)

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Uses Software

• wmtsa

Cites Work

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