Mathematical methods for modelling price fluctuations of financial times series

DOI10.1016/J.JFRANKLIN.2006.03.013MaRDI QIDQ357984zbMATHOpenAlexFDO

Authors P. Manchanda, J. Kumar, A. H. Siddiqi

Publication date 15 August 2013

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL http://www.sciencedirect.com/science/article/pii/S0016003206000639

zbMATH Keywords

stock marketscorrelationsreturnMATLAB wavelet tool box

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods for wavelets (65T60)

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Cites work

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• An introduction to wavelets and other filtering methods in finance and economics
• Introduction to Econophysics
• Ten Lectures on Wavelets

Cited in

(4)

• A novel hybrid Petri net model for urban intersection and its application in signal control strategy
• An application of wavelet technique in numerical evaluation of Hankel transforms
• Certain Areas of Industrial and Applied Mathematics
• scientific article; zbMATH DE number 5815924 (Why is no real title available?)

Describes a project that uses

Uses Software

• Matlab

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