Mathematical methods for modelling price fluctuations of financial times series

Journal of the Franklin Institute

Volumn 344, Issue 5, 2007, Pages 613-636

  Manchanda, P ^a   Kumar, J ^a   Siddiqi, A H ^b  

^a GURU NANAK DEV UNIVERSITY   (India)

^b KING FAHD UNIVERSITY OF PETROLEUM AND MINERALS   (Saudi Arabia)

Author keywords

Correlations; MATLAB Wavelet tool box; Return; Stock markets

Indexed keywords

COSTS; DYNAMICS; GRAPH THEORY; MATLAB; SIGNAL TO NOISE RATIO; TIME SERIES ANALYSIS; WAVELET ANALYSIS;

CORRELATION LENGTHS; MATHEMATICAL METHODS; STOCK MARKETS;

INDUSTRIAL ECONOMICS;

EID: 34248580496     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2006.03.013     Document Type: Article

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