Finantsiliste aegridade wavelet-analüüs
Wavelet-finantsanalüüs dekomponeerib finantsilise aegrea erinevateks sagedusribadeks (aja skaaladeks), nii et lühi- ja pikaajalisi seoseid saab uurida samaaegselt. Tuginedes Gençay, Selçuki ja Whitcheri (2001) ning Aguiar-Conraria ja Soarese (2014) käsitlustele, visualiseerib wavelet-koherents seejärel, kuidas kahe rea vaheline seos nihkub nii ajas kui ka sageduses.
Loe meetodi täielikku kirjeldust
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Method map
The neighbourhood of related methods — select a node to explore.
Allikad
- Gençay, R., Selçuk, F. & Whitcher, B. (2001). An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. Academic Press. DOI: 10.1016/b978-012279670-8.50004-5 ↗
- Aguiar-Conraria, L. & Soares, M.J. (2014). The Continuous Wavelet Transform: Moving Beyond Uni- and Bivariate Analysis. Journal of Economic Surveys, 28(2), 344-375. DOI: 10.1111/joes.12012 ↗
Kuidas sellele lehele viidata
ScholarGate. (2026, June 1). Wavelet Analysis of Financial Time Series. ScholarGate. https://scholargate.app/et/finance/wavelet-finance
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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