Modelling Profitabilities of Stock Indices Using Methods of Wavelet Analysis
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References listed on IDEAS
- Gallegati, Marco, 2008. "Wavelet analysis of stock returns and aggregate economic activity," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3061-3074, February.
- Patrick M. Crowley, 2007. "A Guide To Wavelets For Economists ," Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 207-267, April.
- Enrico Capobianco, 2004. "Multiscale Analysis of Stock Index Return Volatility," Computational Economics, Springer;Society for Computational Economics, vol. 23(3), pages 219-237, April.
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Keywordseconomic crisis; profitabilities of stock indices; discrete wavelet transformation; neural networks; SSA-method;
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