Noise traders or Fundamentalists? A Wavelet approach
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Cited by:
- Benhmad, François, 2013. "Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective," Energy Policy, Elsevier, vol. 57(C), pages 141-151.
- Benhmad, François, 2013. "Bull or bear markets: A wavelet dynamic correlation perspective," Economic Modelling, Elsevier, vol. 32(C), pages 576-591.
- BEN ABDALLAH Mohamed & TALBI Omar, 2024. "A Wavelet Analysis of Bitcoin Price Volatility Dynamic," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(1), pages 951-964, January.
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Keywords
Wavelet Value at Risk; Heterogeneity; Noise traders; Fundamentalists;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
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