Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -
[Forward Regression with Discrete and Continuous Wavelets Time-Frequency Window -An application to the Market Line-]
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More about this item
Keywords
Time-Frequency Rolling Regression; Wavelets; Time-Frequency Betas; CWT; MODWT;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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