Pages that link to "Item:Q439431"
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The following pages link to A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431):
Displaying 11 items.
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Comonotonicity and low volatility effect (Q2241106) (← links)
- Coherent quality management for big data systems: a dynamic approach for stochastic time consistency (Q2283176) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287) (← links)
