Multiresolution analysis of S\&P500 time series
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Publication:1703550
DOI10.1007/s10479-016-2215-3zbMath1404.62087OpenAlexW2368473301MaRDI QIDQ1703550
Publication date: 2 March 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://etd.lib.metu.edu.tr/upload/12618854/index.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60)
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Uses Software
Cites Work
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- Wavelet transform of the dilation equation
- Haar and Daubechies wavelet methods in modeling banking sector
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