Pages that link to "Item:Q1827431"
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The following pages link to Multiscale analysis of stock index return volatility (Q1827431):
Displaying 9 items.
- A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431) (← links)
- Atomic decomposition of financial data (Q1272693) (← links)
- A new estimation for informed trading based on SSNF method (Q1621190) (← links)
- Multiresolution analysis of S\&P500 time series (Q1703550) (← links)
- Empirical volatility analysis: Feature detection and signal extraction with function dictionaries (Q1855542) (← links)
- Statistical analysis of financial volatility by wavelet shrinkage (Q1973910) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (Q3160947) (← links)
- Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528) (← links)