Modelling Profitabilities of Stock Indices Using Methods of Wavelet Analysis
AbstractThe article considers specific features of European stock indices and conducts their comparative analysis. The goal of the study lies in localisation and description of crisis effects by time and scale in the dynamics of indices with the help of the wavelet transformation. This approach allows revelation of clusters of stock indices and study of their common and individual specific features. Combination of the wavelet-transformation, neural networks and SSA methods is used for forecasting dynamics of indices.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS (KHARKIV, UKRAINE), Kharkiv National University of Economics in its journal Business Inform.
Volume (Year): (2013)
Issue (Month): 7 ()
Contact details of provider:
Web page: http://www.business-inform.net
economic crisis; profitabilities of stock indices; discrete wavelet transformation; neural networks; SSA-method;
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alexey Rystenko).
If references are entirely missing, you can add them using this form.