The behaviour of US stock prices: Evidence from a threshold autoregressive model.

Paresh Kumar Narayan

Published in: Math. Comput. Simul. (2006)

Keyphrases

autoregressive model
stock price
non stationary
autoregressive
stock market
stock exchange
dow jones
historical data
news articles
financial markets
wavelet analysis
wavelet domain
financial data
multiresolution
tft lcd
wavelet decomposition
short term
knowledge discovery
machine learning
stationary wavelet transform