文章基本信息

标题：A WAVELET EXPLORATION OF BVL INDEX
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作者：Paulo Brito
期刊名称：European Journal of Management Studies
出版年度：2001
卷号：6
期号：1
页码：3-21
语种：English
出版社：International Medical Journal Management and Indexing System
摘要：Wavelets allow for a more flexible characterization of time series than both and classical time series methods, them with basis functions that between time and scale. In this paper, we briefly present the main definintions and results of both wavelet and wavlet packet analyzes and apply some of them to the Libson stock index (IBVL). We denoise the series, separate trend and Monte Carlo estimation of the fractal dimension of the series.
关键词：Wavelets; Libson Stock exchange