Wavelet methods in (financial) time-series processing

DOI10.1016/S0378-4371(01)00101-7zbMath0978.91072OpenAlexW2110310073MaRDI QIDQ5936868

Zbigniew R. Struzik

Publication date: 9 July 2001

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

Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00101-7

zbMATH Keywords

local correlation exponentlocal scalingtime horizon analyses

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (11)

Econonatology: the physics of the economy in labour ⋮ Fractional-moment capital asset pricing model ⋮ Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution ⋮ ANALYSIS OF TIME SERIES WITH WAVELETS ⋮ A WAVELET ANALYSIS TOOLBOX FOR EXCEL ⋮ Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method ⋮ Wavelet methods in (financial) time-series processing ⋮ A Wavelet Based Multi Scale VaR Model for Agricultural Market ⋮ Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series ⋮ Seismic ground roll time-frequency filtering using the Gaussian wavelet transform ⋮ Cycles, determinism and persistence in agent-based games and financial time-series: part I

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• CAN STATISTICAL PHYSICS CONTRIBUTE TO THE SCIENCE OF ECONOMICS?
• Introduction to Econophysics
• Wavelet methods in (financial) time-series processing

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