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Investment horizon heterogeneity and wavelet: Overview and further research directions · Study

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ArticleInvestment horizon heterogeneity and wavelet: Overview and further research directions

Anindya Chakrabarty2015

Article2015

Investment horizon heterogeneity and wavelet: Overview and further research directions

Anindya Chakrabarty · Anupam De · Angappa Gunasekaran · Rameshwar Dubey

84 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

2003Towards a Methodology for Developing Evidence‐Informed Management Knowledge by Means of Systematic Review 1977INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION 2005Trusting the Stock Market 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics 2009International comovement of stock market returns: A wavelet analysis 1997Volatilities of different time resolutions — Analyzing the dynamics of market components 2008Using wavelets to decompose the time–frequency effects of monetary policy

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Year2015

Typearticle

Published2015-02-19

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations84

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2014.10.097

openalex_workW2017221638

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