A Wavelet Based Multi Scale VaR Model for Agricultural Market.

Kaijian He Kin Keung Lai Sy-Ming Guu Jinlong Zhang

Published in: MCO (2008)

Keyphrases

multiscale
var model
wavelet transform
stock index futures
stock market
wavelet domain
impulse response
monte carlo simulation
image compression
economic growth
multiresolution
financial markets
image segmentation
edge detection
decision making
stock price
feature vectors
denoising
stock exchange
image processing