Wavelet applications in economics and finance
DOI10.1007/978-3-319-07061-2zbMATH Open1298.91029OpenAlexW612713307MaRDI QIDQ464400FDOQ464400
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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
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waveletstime-frequency analysisfinancial econometricsnonlinear processesdynamic processesbusiness cycle analysis
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)
Cited In (14)
- A numerical method based on Legendre wavelet and quasilinearization technique for fractional Lane-Emden type equations
- An introduction to wavelet theory in finance. A wavelet multiscale approach.
- Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
- An introduction to wavelets and other filtering methods in finance and economics
- Discrete wavelet transforms in Walsh analysis
- Macro-financial dynamics: theories, empirical methods, and time scales
- Timescale methods in economics: wavelet analysis of business cycle fluctuations
- Wavelet Transforms and Commodity Prices
- Macrofinancial imbalances in historical perspective: a global crisis index
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
- Structural asset pricing theory with wavelets
- Wavelet multidimensional scaling analysis of European economic sentiment indicators
- Okun's law across time and frequencies
- Emergence of turbulent epochs in oil prices
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