Wavelet applications in economics and finance

DOI10.1007/978-3-319-07061-2MaRDI QIDQ464400zbMATH OpenOpenAlexFDO

Authors

Publication date 17 October 2014

Published in Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-07061-2

zbMATH Keywords

waveletstime-frequency analysisfinancial econometricsnonlinear processesdynamic processesbusiness cycle analysis

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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Cited in

(14)

• Macrofinancial imbalances in historical perspective: a global crisis index
• Macro-financial dynamics: theories, empirical methods, and time scales
• Timescale methods in economics: wavelet analysis of business cycle fluctuations
• Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
• An introduction to wavelet theory in finance. A wavelet multiscale approach.
• A numerical method based on Legendre wavelet and quasilinearization technique for fractional Lane-Emden type equations
• An introduction to wavelets and other filtering methods in finance and economics
• Wavelet Transforms and Commodity Prices
• Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
• Discrete wavelet transforms in Walsh analysis
• Okun's law across time and frequencies
• Wavelet multidimensional scaling analysis of European economic sentiment indicators
• Emergence of turbulent epochs in oil prices
• Structural asset pricing theory with wavelets

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