Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index
Year of publication: |
July-December 2015
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Authors: | Jothimani, Dhanya ; Shankar, Ravi ; Yadav, Surendra S. |
Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 28.2015, 2, p. 35-49
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Subject: | Stock index | Financial times series | Nifty | DWT | MODWT | SVR | ANN | Aktienindex | Zeitreihenanalyse | Time series analysis | Börse | Bourse | Indien | India | Aktienmarkt | Stock market | Börsenkurs | Share price | Index-Futures | Index futures | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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