Characterizing abrupt changes in the stock prices using a wavelet decomposition method
Year of publication: |
2007
|
---|---|
Authors: | Caetano, Marco Antonio Leonel ; Yoneyama, Takashi |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 383.2007, 2, p. 519-526
|
Publisher: |
Elsevier |
Subject: | Wavelets | Stocks | Prices | Abrupt changes | Localization |
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