Improving forecasting accuracy of the S&P500 intra-day price direction using both wavelet low and high frequency coefficients

Fluctuation and Noise Letters

Volumn 13, Issue 1, 2014, Pages

  Lahmiri, S ^a,b  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

^b ESCA School of Management   (Morocco)

Author keywords

Classification; High frequency components; Low frequency components; Time series; Wavelet transform

Indexed keywords

EID: 84897038591     PISSN: 02194775     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219477514500084     Document Type: Article

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