Wavelet Estimators For Long Memory In Stock Markets
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DOI: 10.1142/S0219024909005233
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- Gençay, Ramazan & Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon J., 2001. "An Introduction to Wavelets and Other Filtering Methods in Finance and Economics," Elsevier Monographs, Elsevier, edition 1, number 9780122796708.
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- Ines Kahloul & Anouar Ben Mabrouk & Slah-Eddine Hallara, 2010. "Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables," Papers 1011.5020, arXiv.org.
- Majed S. Balalaa & Anouar Ben Mabrouk & Habiba Abdessalem, 2021. "A Wavelet-Based Method for the Impact of Social Media on the Economic Situation: The Saudi Arabia 2030-Vision Case," Mathematics, MDPI, vol. 9(10), pages 1-21, May.
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Keywords
Wavelets; long memory; stock market; volatility;All these keywords.
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