Real and complex wavelets in asset classification : an application to the US stock market
Joanna Bruzda
| Year of publication: |
May 2017
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|---|---|
| Authors: | Bruzda, Joanna |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 115-125
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| Subject: | Wavelet transform | Hilbert transform | Defensive asset | Cyclical asset | Financial cycle | Stock grouping | Zustandsraummodell | State space model | Konjunktur | Business cycle | Aktienmarkt | Stock market | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | USA | United States | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807518