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

zbMATH Open1246.91109MaRDI QIDQ2906121FDOQ2906121

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

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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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