Analysis of stock market data by using dynamic Fourier and wavelets techniques

DOI10.1016/j.physa.2019.122785OpenAlexW2974909271MaRDI QIDQ2164596

Maria P. Beccar-Varela, Osei K. Tweneboah, Md Al Masum Bhuiyan, Ionut Florescu, Maria Christina Mariani

Publication date: 15 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.122785

zbMATH Keywords

waveletsstock marketpower spectrumfinancial time seriesdynamic Fourier transform

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Fractional differencing
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

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