Wavelet methods in (financial) time-series processing
From MaRDI portal
Recommendations
Cites work
- CAN STATISTICAL PHYSICS CONTRIBUTE TO THE SCIENCE OF ECONOMICS?
- scientific article; zbMATH DE number 741219 (Why is no real title available?)
- scientific article; zbMATH DE number 2110517 (Why is no real title available?)
- Introduction to Econophysics
- Multifractal Formalism for Functions Part I: Results Valid For All Functions
- Singularity detection and processing with wavelets
- Ten Lectures on Wavelets
- THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS
- Wavelet methods in (financial) time-series processing
Cited in
(35)- Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series
- Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies
- Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents
- Multiresolution analysis of S\&P500 time series
- Seismic ground roll time-frequency filtering using the Gaussian wavelet transform
- Measuring anti-correlations in the nordic electricity spot market by wavelets
- Econonatology: the physics of the economy in labour
- Wavelet-based detection of outliers in financial time series
- An application of wavelet analysis to pricing and hedging derivative securities
- Cycles, determinism and persistence in agent-based games and financial time-series. I
- MODWT based time scale decomposition analysis of BSE and NSE indexes financial time series
- Local Hölder exponents approach for the prediction of Russian stock market critical points
- scientific article; zbMATH DE number 5666932 (Why is no real title available?)
- Wavelet clustering in time series analysis
- Modelling and forecasting by wavelets, and the application to exchange rates
- A Wavelet Based Multi Scale VaR Model for Agricultural Market
- AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
- scientific article; zbMATH DE number 1149921 (Why is no real title available?)
- ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
- Characterizing price index behavior through fluctuation dynamics
- The process of transferring negative impulses in capital markets – a wavelet analysis
- Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution
- Structural asset pricing theory with wavelets
- Early warning signals of financial stress: a ``wavelet-based composite indicators approach
- ANALYSIS OF TIME SERIES WITH WAVELETS
- Local regularity analysis of market index for the 2008 economical crisis
- scientific article; zbMATH DE number 5260760 (Why is no real title available?)
- A WAVELET ANALYSIS TOOLBOX FOR EXCEL
- Wavelet methods in (financial) time-series processing
- Fractional-moment capital asset pricing model
- Detection and handling outliers in longitudinal data: wavelets decomposition as a solution
- Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method
- Long-run wavelet-based correlation for financial time series
- Time-localized wavelet multiple regression and correlation
This page was built for publication: Wavelet methods in (financial) time-series processing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5936868)
