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On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment - MaRDI portal

On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment (Q4687614)

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scientific article; zbMATH DE number 6952603
Language Label Description Also known as
English
On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment
scientific article; zbMATH DE number 6952603

    Statements

    title
    On the Predictive Information of Futures' Prices: A Wavelet‐Based Assessment (English)
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    author
    Helmut Herwartz
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    Stephan Schlueter
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    publication date
    12 October 2018
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    zbMATH Keywords
    wavelet transform
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    denoising
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    padding
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    Identifiers

    zbMATH DE Number
    6952603
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    OpenAlex ID
    W2517599460
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    DOI
    10.1002/FOR.2435
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