Pages that link to "Item:Q4653043"
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The following pages link to ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043):
Displaying 14 items.
- Hitting times for the stochastic wave equation with fractional colored noise (Q742891) (← links)
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Multiresolution analysis of S\&P500 time series (Q1703550) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Stochastic heat equation with multiplicative fractional-colored noise (Q1960234) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Emergence of turbulent epochs in oil prices (Q2213590) (← links)
- Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
- Sample paths of the solution to the fractional-colored stochastic heat equation (Q2951891) (← links)
- Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise (Q3298107) (← links)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise (Q6068772) (← links)
