An Introduction to Wavelet Theory in Finance (Q4649463)

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scientific article; zbMATH DE number 6109750
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An Introduction to Wavelet Theory in Finance
scientific article; zbMATH DE number 6109750

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    An Introduction to Wavelet Theory in Finance (English)
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    22 November 2012
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    wavelet theory
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    finance
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    econometrics
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    LIBOR
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    stock returns
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    Fourier transform
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    wavelet transform
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    wavelet multiscaling method
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