The Informational Content of High-Frequency Option Prices.
Diego AmayaJean-François BéginGeneviève GauthierPublished in: Manag. Sci. (2022)
Keyphrases
- high frequency
- low frequency
- visual quality
- wavelet transform
- high resolution
- subband
- wavelet coefficients
- low pass
- wavelet decomposition
- high frequencies
- wavelet domain
- multimedia
- high frequency components
- multi resolution analysis
- discrete wavelet transform
- frequency band
- phase shifting
- color images
- gray scale
- blocking artifacts
- subband decomposition
- frequency domain