Search Results - subject:"multiresolution analysis"

Time-frequency forecast of the equity premium

Faria, Gonçalo; Verona, Fabio - In: Quantitative finance 21 (2021) 12, pp. 2119-2135

Persistent link: https://www.econbiz.de/10012696823

Wavelet Analysis of Unemployment Rate in Visegrad Countries

Hadas-Dyduch, Monika; Pietrzak, Michal Bernard; … - 2016

Visegrad countries, Poland, Slovakia, Czech Republic and Hungary have common history and have faced the same challenges created by globalisation process for the last three decades. They have successfully transformed form central planned to market economies. They have implemented fundamental...

Persistent link: https://www.econbiz.de/10012232487

Consistent estimation of breakpoints in time series, with application to wavelet analysis of Citigroup returns

Roberts, Leigh - School of Economics and Finance, Victoria Business School - 2014

Simple and intuitive non-parametric methods are provided for estimating variance change points for time series data. Only slight alterations to existing open-source computer code applying CUSUM methods for estimating breakpoints are required to apply our proposed techniques. Our approach,...

Persistent link: https://www.econbiz.de/10010904196

The time-frequency co-movement of Asian effective exchange rates : a wavelet approach with daily data

Meng, Xiangcai; Huang, Chia-Hsing - In: The North American journal of economics and finance : a … 48 (2019), pp. 131-148

Persistent link: https://www.econbiz.de/10012120219

Wavelet multiresolution analysis of the liquidity effect and monetary neutrality

Habimana, Olivier - In: Computational economics 53 (2019) 1, pp. 85-110

Persistent link: https://www.econbiz.de/10012134542

Polarization, growth and social policy in the case of Israel, 1997-2008

García-Fernández, Rosa María; Gottlieb, Daniel; … - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-15, pp. 1-40

In this paper we study income polarization by first comparing the efficiency of two statistical models to identify the number of poles in the income distribution empirically. The statistical models used are a multi-resolution analysis (MRA) and a log-normal approach (LNA). We then apply the...

Persistent link: https://www.econbiz.de/10010312012

Online Semiparametric Identification of Lithium-Ion Batteries Using the Wavelet-Based Partially Linear Battery Model

Mu, Dazhong; Jiang, Jiuchun; Zhang, Caiping - In: Energies 6 (2013) 5, pp. 2583-2604

PLBM using the truncated wavelet multiresolution analysis (MRA) expansion, which leads to a parsimonious model structure …

Persistent link: https://www.econbiz.de/10010668157

Wavelets based multiscale analysis of select global equity returns

Bhandari, Avishek - In: Theoretical and applied economics : GAER review 24 (2017) 4, pp. 75-88

Persistent link: https://www.econbiz.de/10011795200

Polarization, growth and social policy. The case of Israel, 1997 to 2008

García-Fernández, Rosa; Gottlieb, Daniel; … - Society for the Study of Economic Inequality - ECINEQ - 2011

multiresolution analysis, to the measurement of polarization to Israeli income data over the past decade. This methodology allows us …

Persistent link: https://www.econbiz.de/10008789859

Wavelets/multiwavelets bases and correspondence estimation problem : an analytic study

Bhatti, Asim; Nahavandi, Saeid; Hossny, Mohammed - 2010

employed medium for multiresolution analysis is wavelets and multiwavelets bases, however, relatively little work has been …. Proposed algorithm uses multiresolution analysis enforced with wavelets/multiwavelts transform modulus maxima to establish … techniques has been proposed, possessing both advantages and shortcomings. Among the techniques reported, multiresolution …

Persistent link: https://www.econbiz.de/10009483981