Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

Maximum overlap discrete wavelet methods in modeling banking data

From MaRDI portal
Publication:4979286
Jump to:navigation, search

zbMATH Open1290.91195MaRDI QIDQ4979286FDOQ4979286


Authors: S. al Wadi, Faisal Ababneh, Hazem Alwadi, Mohd. Tahir Ismail Edit this on Wikidata


Publication date: 20 June 2014


Full work available at URL: http://www.pphmj.com/abstract/8065.htm




Recommendations

  • Haar and Daubechies wavelet methods in modeling banking sector
  • MODWT based time scale decomposition analysis of BSE and NSE indexes financial time series
  • scientific article; zbMATH DE number 1944703
  • A wavelet-based approach for modelling exchange rates
  • ANALYSIS OF TIME SERIES WITH WAVELETS


zbMATH Keywords

fluctuationsWTASEbanking dataMODWT


Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Financial applications of other theories (91G80)



Cited In (2)

  • MODWT based time scale decomposition analysis of BSE and NSE indexes financial time series
  • Haar and Daubechies wavelet methods in modeling banking sector





This page was built for publication: Maximum overlap discrete wavelet methods in modeling banking data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4979286)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4979286&oldid=19422534"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 8 February 2024, at 09:28. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki