Outlier detection based on discrete wavelet transform with application to Saudi stock market closed price series
Khudhayr A. Rashedi, Mohd T. Ismail, S. Al Wadi, Abdeslam Serroukh
| Year of publication: |
2020
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|---|---|
| Authors: | Khudhayr A. Rashedi ; Mohd Tahir Ismail ; Sadam Al-Wadi ; Serroukh, Abdeslam |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 12, p. 1-10
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| Subject: | MODWT Wavelets Transform | Saudi Arabia Stock Market | Outlier Detections | GARCH Models | Saudi-Arabien | Saudi Arabia | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Volatilität | Volatility | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012671956