The high-frequency impact of macroeconomic news on jumps and co-jumps in the cryptocurrency markets.
Walid Ben OmraneKhaled GuesmiQi QianruSamir SaadiPublished in: Ann. Oper. Res. (2023)
Keyphrases
- high frequency
- low frequency
- markov chain
- visual quality
- high resolution
- high frequencies
- subband
- wavelet transform
- low pass
- wavelet decomposition
- wavelet coefficients
- news articles
- high frequency components
- low and high frequency
- frequency band
- wavelet domain
- stock market
- image compression
- multiresolution
- image analysis
- feature extraction