Keywords: Wavelet transformation
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
International Journal of Innovation Science (2016) 8 (2): 161–180.
Published: 06 June 2016
... to diminish its effect on investors’ decision-making. To accomplish this objective, the paper uses an innovative methodology, maximal overlap discrete wavelet transformation, to segregate the price movements across different horizons. Risk across all horizons is measured using Cornish-Fisher expected...

or Create an Account

Close subscription notice
Close access options