SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The contribution of wavelets to the analysis of economic and financial data
4 references·16 citing·50 second hop
The contribution of wavelets to the analysis of economic and financial data (1999)The contribution of wavelets to the analy…Wavelet-based feature extraction and decomposition strategies for financial forecasting (1998)Wavelet-based feature extract…The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998)The Decomposition of Economic…DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS (1998)DECOMPOSITION OF ECONOMIC REL…ARCH modeling in finance (1992)ARCH modeling in financeHouse price information flows among some major Chinese cities: linear and nonlinear causality in time and frequency domains (2022)House price information flows…Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach (2019)Does oil prices impede Islami…Causal structure among US corn futures and regional cash prices in the time and frequency domain (2018)Causal structure among US cor…Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe (2017)Long-Term Stock Market Volati…Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis (2017)Intraday price information fl…A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test (2017)A pre-crisis vs. crisis analy…Time series forecasting based on wavelet filtering (2015)Time series forecasting based…Correlations between oil and stock markets: A wavelet-based approach (2015)Correlations between oil and …Carbon financial markets: A time–frequency analysis of CO2 prices (2014)Carbon financial markets: A t…Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012)Crude oil price analysis and …Cross dynamics of oil-stock interactions: A redundant wavelet analysis (2012)Cross dynamics of oil-stock i…A Hybrid System Integrating a Wavelet and TSK Fuzzy Rules for Stock Price Forecasting (2008)A Hybrid System Integrating a…The CAPM and value at risk at different time-scales (2005)The CAPM and value at risk at…On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis (2005)On the relationship between c…An Intuitive Guide to Wavelets for Economists (2005)An Intuitive Guide to Wavelet…Wavelets in Economics and Finance: Past and Future (2002)Wavelets in Economics and Fin…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)A wavelet and neural network model for the prediction of dry bulk shipping indices (2012)Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management (2018)Volatility spillovers and frequency dependence between oil price shocks and green stock markets (2023)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Oil and the macroeconomy: using wavelets to analyze old issues (2010)Wavelet-based evidence of the impact of oil prices on stock returns (2013)Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis (2016)The Combination of Forecasts (1969)Empirical exchange rate models of the seventies (1983)Time series forecasting using a hybrid ARIMA and neural network model (2003)A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price Forecasting (2014)Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach (2015)The effect of global oil price shocks on China's agricultural commodities (2015)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Stock market prediction system with modular neural networks (1990)Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach (2011)Financial time series forecasting using LPP and SVM optimized by PSO (2012)Wavelet low- and high-frequency components as features for predicting stock prices with backpropagation neural networks (2013)Lectures on Macroeconomics. (1990)Nonlinear Time Series Models in Empirical Finance (2000)Time–frequency dynamics of biofuel–fuel–food system (2013)Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets (2019)Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Pre-owned housing price index forecasts using Gaussian process regressions (2024)A Study of Contemporaneous Residential Real Estate Price Causation Across Major Jiangsu Province Cities: Methodology Using Vector Error-Correction Models and Directed Acyclic Graphs (2025)Contemporaneous causal orderings among prices of retail properties: evidence from Chinese cities through vector error-correction modeling and directed acyclic graphs (2025)Oil price shocks and stock market activity (1999)Oil prices, US stock return, and the dependence between their quantiles (2015)To what extent does COVID-19 drive stock market volatility? A comparison between the U.S. and China (2021)Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies (2022)Oil shocks and BRIC markets: Evidence from extreme quantile approach (2022)Multiscale systematic risk (2004)A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)Multiresolution forecasting for futures trading using wavelet decompositions (2001)On neuro-wavelet modeling (2003)
this work references cited by second hop

References

  • 1992ARCH modeling in finance4,288 cited
  • 1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income370 cited
  • 1998DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS347 cited
  • 1998Wavelet-based feature extraction and decomposition strategies for financial forecasting160 cited

Cited by

  • 2019Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach148 cited
  • 2012Crude oil price analysis and forecasting using wavelet decomposed ensemble model146 cited
  • 2002Wavelets in Economics and Finance: Past and Future131 cited
  • 2008A Hybrid System Integrating a Wavelet and TSK Fuzzy Rules for Stock Price Forecasting117 cited
  • 2017Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis115 cited
  • 2005An Intuitive Guide to Wavelets for Economists106 cited
  • 2015Time series forecasting based on wavelet filtering104 cited
  • 2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis103 cited
  • 2018Causal structure among US corn futures and regional cash prices in the time and frequency domain102 cited
  • 2005The CAPM and value at risk at different time-scales95 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2017Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe86 cited
  • 2014Carbon financial markets: A time–frequency analysis of CO2 prices84 cited
  • 2015Correlations between oil and stock markets: A wavelet-based approach83 cited
  • 2017A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test83 cited
  • 2022House price information flows among some major Chinese cities: linear and nonlinear causality in time and frequency domains80 cited
  • 2005On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis80 cited