Pages that link to "Item:Q2483615"
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The following pages link to Wavelet-based prediction of oil prices (Q2483615):
Displaying 16 items.
- A class of fast and accurate deterministic trend decomposition in the spectral domain using simple and sharp diffusive filters (Q473465) (← links)
- Relationship of \(d\)-dimensional continuous multi-scale wavelet shrinkage with integro-differential equations (Q600554) (← links)
- A noise-robust algorithm for classifying cyclic and dihedral symmetric images (Q603611) (← links)
- Wavelet analysis of commodity price behavior (Q1386861) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- Multiresolution analysis of S\&P500 time series (Q1703550) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- High frequency-based quantile forecast and combination: an application to oil market (Q2086173) (← links)
- Emergence of turbulent epochs in oil prices (Q2213590) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- Enhancing the predictability of crude oil markets with hybrid wavelet approaches (Q2315403) (← links)
- Wavelet Transforms and Commodity Prices (Q3368376) (← links)
- A Wavelet Based Multi Scale VaR Model for Agricultural Market (Q3627731) (← links)
- On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment (Q4687614) (← links)
- Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (Q5130185) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
