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  • Search: subject:"Haar wavelet"
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Year of publication
Subject
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Haar wavelet 2 Efficient market hypothesis 1 Fourier analysis 1 Fourier-Analyse 1 Haar wavelet transform 1 Moving average filter 1 Phillips curve 1 Phillips-Kurve 1 Technical analysis 1 maximal overlap discrete wavelet transform 1 wavelet transfer function model 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 French 1 Undetermined 1
Author
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Belsuz, Autran 1 Bruzda, Joanna 1 Gallegati, Marco 1 Ramsey, James B. 1
Published in...
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Dynamic Econometric Models 1 Quaderno di ricerca 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Tests of weak form efficiency with Haar wavelet
Belsuz, Autran - 2019
Persistent link: https://www.econbiz.de/10012112952
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Phillips' averaging procedure as a "crude'´" version of the Haar wavelet filter
Gallegati, Marco; Ramsey, James B. - 2019
Persistent link: https://www.econbiz.de/10012027486
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Cover Image
The Haar Wavelet Transfer Function Model and Its Applications
Bruzda, Joanna - In: Dynamic Econometric Models 11 (2011), pp. 141-154
In the paper the Haar wavelet transfer function models are suggested as a way to parsimoniously parametrise the impulse …
Persistent link: https://www.econbiz.de/10010610417
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