Search Results - subject:"wavelet analysis"

Wavelet Analysis of the Cost-of-Carry Model

Lin, Shinn-Juh; Stevenson, Maxwell - In: Studies in Nonlinear Dynamics & Econometrics 5 (2001) 1

In this paper, it is shown how one can employ the wavelet analysis to reconstruct data based only on the subset of …

Persistent link: https://www.econbiz.de/10014620844

Wavelet analysis of discharge dynamics of fusimotor neurons

Stratimirović, Dj.; Milošević, S.; Blesić, S.; … - In: Physica A: Statistical Mechanics and its Applications 291 (2001) 1, pp. 13-23

We study the interspike intervals (ISI) time series of the spontaneous fusimotor neuron activity by applying the wavelet transform analysis and confirm the existence of the white noise characteristics of the ISI time series. This means that the neuron activity may serve as the requisite noisy...

Persistent link: https://www.econbiz.de/10011062696

Wavelet Analysis of the Cost-of-Carry Model

Lin, Shinn-Juh; Stevenson, Maxwell - In: Studies in Nonlinear Dynamics & Econometrics 5 (2001) 1, pp. 87-102

In this paper, it is shown how one can employ the wavelet analysis to reconstruct data based only on the subset of …

Persistent link: https://www.econbiz.de/10005584871

An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach

In, Francis; Kim, Sangbae - World Scientific Publishing Co. Pte. Ltd.

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis ¡ª including Fourier … unique text starts with a description of the key features and applications of wavelets. After an overview of wavelet analysis ….<b>Contents:</b> <ul> <li>Methodology: Introduction to Wavelet Analysis</li> <li>Multiscale Hedge Ratio Between the Stock and Futures …

Persistent link: https://www.econbiz.de/10011156367