Pages that link to "Item:Q2768756"
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The following pages link to An introduction to wavelets and other filtering methods in finance and economics (Q2768756):
Displaying 50 items.
- Time-localized wavelet multiple regression and correlation (Q83116) (← links)
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- Mathematical methods for modelling price fluctuations of financial times series (Q357984) (← links)
- A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431) (← links)
- Wavelet applications in economics and finance (Q464400) (← links)
- Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615) (← links)
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting (Q632930) (← links)
- On periodic asymmetric extrapolation (Q668274) (← links)
- Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces (Q984604) (← links)
- Wavelet analysis of stock returns and aggregate economic activity (Q1023637) (← links)
- Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
- Wavelet neural network model for yield spread forecasting (Q1649065) (← links)
- Macrofinancial imbalances in historical perspective: a global crisis index (Q1657368) (← links)
- Application of wavelet decomposition in time-series forecasting (Q1782354) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- A wavelet-based approach to test for financial market contagion (Q1927129) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Dynamic linkages and economic role of leading cryptocurrencies in an emerging market (Q2036867) (← links)
- A differential evolution-based regression framework for forecasting Bitcoin price (Q2070699) (← links)
- Wavelet multidimensional scaling analysis of European economic sentiment indicators (Q2075717) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- Wavelet-based prediction of oil prices (Q2483615) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area (Q2687894) (← links)
- Amplitude and phase synchronization of European business cycles: a wavelet approach (Q2687895) (← links)
- Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries (Q2691669) (← links)
- Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach (Q2691708) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis (Q2691767) (← links)
- Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data (Q2697033) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
- Forecasting trends with asset prices (Q4555084) (← links)
- Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
- Systematic risk and timescales (Q4647250) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
- Causal structure among US corn futures and regional cash prices in the time and frequency domain (Q5036343) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- The process of transferring negative impulses in capital markets – a wavelet analysis (Q5073423) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- Testing for spurious and cointegrated regressions: A wavelet approach (Q5123512) (← links)
- Comment on testing for spurious and cointegrated regressions: a wavelet approach (Q5130292) (← 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)
- Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements (Q5222299) (← links)
- Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach (Q5258073) (← links)
- (Q5479415) (← links)
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets (Q6056287) (← links)