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ArticleWavelet methods in (financial) time-series processing

Zbigniew R. Struzik2001

Article2001

Wavelet methods in (financial) time-series processing

Zbigniew R. Struzik

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

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Complex Systems and Time Series Analysis Stock Market Forecasting Methods Time Series Analysis and Forecasting

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References

1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1999Introduction to Econophysics 1995Scaling behaviour in the dynamics of an economic index 1999Statistical properties of the volatility of price fluctuations 1994THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS 1967On the Distribution of Stock Price Differences 1998”Direct” causal cascade in the stock market

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2006Portfolio management under sudden changes in volatility and heterogeneous investment horizons 2011Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets

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Year2001

Typearticle

Published2001-07-01

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations103

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(01)00101-7

openalex_workW2110310073

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