Wavelet analysis of stock returns and aggregate economic activity.
Marco GallegatiPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- wavelet analysis
- stock returns
- developed countries
- panel data
- developing countries
- cash flow
- multiresolution
- wavelet transform
- cross sectional
- stock market
- basis functions
- factor analysis
- stock price
- feature detection
- low frequency
- financial markets
- financial time series
- stock data
- face recognition
- wavelet coefficients
- information and communication technologies
- long term
- high frequency