Analysis of stock market data by using dynamic Fourier and wavelets techniques

DOI10.1016/J.PHYSA.2019.122785MaRDI QIDQ2164596zbMATH OpenOpenAlexFDO

Authors Md Al Masum Bhuiyan, Osei K. Tweneboah, M. P. Beccar Varela, Ionut Florescu, Maria C. Mariani

Publication date 15 August 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2019.122785

zbMATH Keywords

dynamic Fourier transformfinancial time seriespower spectrumstock marketwavelets

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies
• Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models
• Fourier analysis of time series. An introduction.
• Fractional differencing
• scientific article; zbMATH DE number 641683 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• scientific article; zbMATH DE number 5223072 (Why is no real title available?)
• Testing for a unit root in time series regression
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Time series econometrics
• Use of wavelets techniques to discriminate between explosions and natural earthquakes

Cited in

(4)

• Analysis of stock market indices with multidimensional scaling and wavelets
• Research on application of fractional calculus in signal analysis and processing of stock market
• scientific article; zbMATH DE number 1149921 (Why is no real title available?)
• Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces

This page was built for publication: Analysis of stock market data by using dynamic Fourier and wavelets techniques

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2164596)