Mathematical methods for modelling price fluctuations of financial times series

DOI10.1016/J.JFRANKLIN.2006.03.013zbMATH Open1269.91061OpenAlexW2070548850MaRDI QIDQ357984FDOQ357984

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

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zbMATH Keywords

stock marketscorrelationsreturnMATLAB wavelet tool box

Mathematics Subject Classification ID

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

Cites Work

• An introduction to wavelets and other filtering methods in finance and economics
• Ten Lectures on Wavelets
• Introduction to Econophysics
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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
• Title not available (Why is that?)

Uses Software

• Matlab

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