scientific article; zbMATH DE number 5260760

zbMATH Open1147.91362MaRDI QIDQ5456161

Donghua Zhu, Yang Wu

Publication date: 4 April 2008

Title of this publication is not available (Why is that?)

zbMATH Keywords

wavelet transformfutures time seriesWARIMA model

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Statistical methods; economic indices and measures (91B82)

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Long-run wavelet-based correlation for financial time series

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