Article
Wavelet Analysis and Applications in Economics and Finance
Journal of Statistics and Mathematical Sciences
(2015)
Abstract
In this paper, we examine the applications of wavelet analysis on finance and related fields. We go over some relevant wavelet transforms and discuss their potency in dealing with financial data. Then, we consider the issues with the choice of wavelet and practical implementation. Finally, several applications on finance and economics are discussed in details with provided examples for the demonstration.
Keywords
- Wavelet analysis,
- Financial time series.
Disciplines
Publication Date
2015
Publisher Statement
Journal of Statistics and Mathematical Sciences is an open access journal published by Research and Reviews, http://www.rroij.com/.
Citation Information
Tian-Xiao He and Tung Nguyen, '15. "Wavelet Analysis and Applications in Economics and Finance" Journal of Statistics and Mathematical Sciences Vol. 1 Iss. 1 (2015) p. 1 - 16 Available at: http://works.bepress.com/tian_xiao_he/73/