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An Introduction to Wavelet Theory in Finance : a Wavelet Multiscale Approach /
"This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridg...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Singapore ; Hackensack, NJ :
World Scientific Publishing Co. Pte. Ltd.,
[2013]
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| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- 1. Methodology: introduction to wavelet analysis
- 2. Multiscale hedge ratio between the stock and futures markets: a new approach using wavelet analysis and high frequency data
- 3. Modeling the international links between the dollar, euro and yen interest rate swap markets through a multiscaling approach
- 4. Long memory in rates and volatilities of LIBOR: wavelet analysis
- 5. Cross-listing and transmission of pricing information of dually-listed stocks: a new approach using wavelet analysis
- 6. On the relationship between stock returns and risk factors: new evidence from wavelet analysis
- 7. Can the risk factors explain the cross-section of average stock returns in the long run?
- 8. Multiscale relationships between stock returns and inflations: international evidence
- 9. Mutual fund performance and investment horizon
- 10. A new assessment of US mutual fund returns through a multiscaling approach.