Mathematical methods for modelling price fluctuations of financial times series

DOI10.1016/j.jfranklin.2006.03.013zbMath1269.91061OpenAlexW2070548850MaRDI QIDQ357984

Mohammad Hasan, M. Dambrine

Publication date: 15 August 2013

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0016003206000639

zbMATH Keywords

returncorrelationsMATLAB wavelet tool boxstock markets

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods for wavelets (65T60)

Related Items (3)

An application of wavelet technique in numerical evaluation of Hankel transforms ⋮ A novel hybrid Petri net model for urban intersection and its application in signal control strategy ⋮ Certain Areas of Industrial and Applied Mathematics

Uses Software

• Matlab

Cites Work

• Ten Lectures on Wavelets
• Introduction to Econophysics
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Mathematical methods for modelling price fluctuations of financial times series