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

DOI10.1002/for.2435zbMath1397.62414OpenAlexW2517599460MaRDI QIDQ4687614

Helmut Herwartz, Stephan Schlueter

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2435

zbMATH Keywords

wavelet transformdenoisingpadding

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for wavelets (65T60)

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