Search Results - subject:"MODWT"

Investigation of emerging market stress under various frequency bands : evidence from FX market uncertainty and liquidity

Gunay, Samet; Dömötör, Barbara; Víg, Attila András - In: Emerging markets review 65 (2025), pp. 1-36

Persistent link: https://www.econbiz.de/10015329921

Dynamic interrelationships among bitcoin, bonds, and sectoral indices in India : evidence from pre- and post-COVID-19

Sehgal, Shivam; Singh, Jaspal - In: Financial internet quarterly 20 (2024) 3, pp. 42-57

This study employs the Maximal Overlap Discrete Wavelet Transform technique to analyze the wavelet-based correlations between Bitcoin, bond markets, and thirteen sectoral stock indices in India over the period from 2017 to 2023, focusing on the comparison of pre-and post-COVID-19 pandemic...

Persistent link: https://www.econbiz.de/10015077019

Determine intraday trading currency's trend framework evidence from machine learning techniques

Khan, Inzamam; Ahmed, Wajid Shakeel; Shad, Shafqat; … - In: International journal of business intelligence research … 15 (2024) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10015049217

Oil price dynamics and sectoral indices in India - pre, post and during COVID pandemic : a comparative evidence from wavelet-based causality and NARDL

Mandal, Koushik; Datta, Radhika Prosad - In: International journal of economics and financial issues … 14 (2024) 4, pp. 18-33

Persistent link: https://www.econbiz.de/10014631822

Dynamic interrelationships among bitcoin, bonds, and sectoral indices in India: Evidence from pre- and post-COVID-19

Sehgal, Shivam; Singh, Jaspal - In: Financial Internet Quarterly 20 (2024) 3, pp. 42-57

Persistent link: https://www.econbiz.de/10015471975

Predicting stock market volatility using MODWT with HyFIS and FS.HGD models

Alenezy, Abdullah H.; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Risks : open access journal 11 (2023) 7, pp. 1-16

wavelet transform (MODWT) spectral model and two learning approaches: the heuristic gradient descent (FS.HGD) and hybrid … robust and accurate learning model. The MODWT uses five mathematical functions to form a discrete wavelet basis. The dataset … (LSCS). MODWT-LA8 (ARIMA(1,1,0) with drift) outperforms other WT functions on the 80% dataset, with an ME of (0 …

Persistent link: https://www.econbiz.de/10014335933

Hedging with futures : contract in the Indian stock market

Krishnan, Deepika - In: International journal of applied behavioral economics : … 12 (2023) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015432922

Measuring multi-scale risk contagion between crude oil, clean energy, and stock market : a MODWT-Vine-copula method

Chen, Yaling; Zhu, Huiming; Liu, Yinpeng - In: Research in international business and finance 75 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015608351

Multiscale systemic risk spillovers in Chinese energy market : evidence from a tail-event driven network analysis

Zhou, Sitong; Yuan, Di; Zhang, Feipeng - In: Energy economics 142 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015552024

The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques

Ahmad Monir Abdullah; Hishamuddin Abdul Wahab; Mohd … - In: Cogent business & management 17 (2022) 1, pp. 1-29

wavelet transform (MODWT) are employed to discern the correlation and volatilities of the variables. The paper's unique …

Persistent link: https://www.econbiz.de/10014444809

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