MODWT based time scale decomposition analysis of BSE and NSE indexes financial time series

MaRDI QIDQ2906121zbMATH OpenFDO

Authors Anuj Kumar, Lokesh K. Joshi, A. K. Pal, A. K. Shukla

Publication date 28 August 2012

Published in International Journal of Mathematical Analysis (Ruse) (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/ijma/ijma-2011/ijma-25-28-2011/index.html

zbMATH Keywords

stock marketsspectral analysisfinancial time seriesscalingMODWTBSE \& NSE indexes

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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• Wavelet methods in (financial) time-series processing
• Maximum overlap discrete wavelet methods in modeling banking data
• Mathematical methods for modelling price fluctuations of financial times series

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