High-frequency financial data calendar effects' wavelet neural network analysis

MaRDI QIDQ3537245zbMATH OpenFDO

Authors Zhengguo Xu, Shi-ying Zhang

Publication date 24 November 2008

zbMATH Keywords

calendar effectshigh-frequency financial datawavelet neural network modelweekend effects

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Economic time series analysis (91B84)

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Cited in

(2)

• EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
• A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis

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