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Analysis of Financial Time-Series Using Fourier and Wavelet Methods · Study

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PreprintAnalysis of Financial Time-Series Using Fourier and Wavelet Methods

Philippe Masset2008

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Preprintgreen2008

Analysis of Financial Time-Series Using Fourier and Wavelet Methods

Philippe Masset

54 citations·0/0 files stored·SSRN Electronic Journal

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Complex Systems and Time Series Analysis Mathematical Analysis and Transform Methods Time Series Analysis and Forecasting

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References

1997Postwar U.S. Business Cycles: An Empirical Investigation 2011Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management 2007A GUIDE TO WAVELETS FOR ECONOMISTS*2006Wavelet versus detrended fluctuation analysis of multifractal structures 1995Fractals and Intrinsic Time - a Challenge to Econometricians 2007Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data 2003Systematic risk and timescales 2002Wavelets in Economics and Finance: Past and Future

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2021Heading towards sustainable environment: exploring the dynamic linkage among selected macroeconomic variables and ecological footprint using a novel dynamic ARDL simulations approach 2023Hybrid wavelet-neural network models for time series

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Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations54

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.2139/ssrn.1289420

openalex_workW1542765998

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