An Introduction to Wavelet Theory in Finance
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Published By WORLD SCIENTIFIC

9789814397834, 9789814397841

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FRONT MATTER

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_fmatter ◽

2012 ◽

pp. i-viii

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Methodology: Introduction to Wavelet Analysis

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0001 ◽

2012 ◽

pp. 1-39

Keyword(s):

Wavelet Analysis

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A New Assessment of US Mutual Fund Returns Through a Multiscaling Approach

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0010 ◽

2012 ◽

pp. 177-190

Keyword(s):

Mutual Fund

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Modeling the International Links Between the Dollar, Euro and Yen Interest Rate Swap Markets Through a Multiscaling Approach

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0003 ◽

2012 ◽

pp. 57-74

Keyword(s):

Interest Rate ◽

Interest Rate Swap ◽

Rate Swap

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Multiscale Hedge Ratio Between the Stock and Futures Markets: A New Approach Using Wavelet Analysis and High Frequency Data

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0002 ◽

2012 ◽

pp. 41-55

Keyword(s):

Wavelet Analysis ◽

High Frequency ◽

Futures Markets ◽

High Frequency Data ◽

Frequency Data ◽

New Approach ◽

Hedge Ratio

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Can the Risk Factors Explain the Cross-Section of Average Stock Returns in the Long Run?

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0007 ◽

2012 ◽

pp. 125-146

Keyword(s):

Risk Factors ◽

Stock Returns ◽

Cross Section ◽

Long Run ◽

The Cross

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Cross-Listing and Transmission of Pricing Information of Dually-Listed Stocks: A New Approach Using Wavelet Analysis

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0005 ◽

2012 ◽

pp. 87-104

Keyword(s):

Wavelet Analysis ◽

New Approach ◽

Cross Listing

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On the Relationship Between Stock Returns and Risk Factors: New Evidence From Wavelet Analysis

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0006 ◽

2012 ◽

pp. 105-123

Keyword(s):

Risk Factors ◽

Wavelet Analysis ◽

Stock Returns ◽

New Evidence ◽

The Relationship

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Multiscale Relationships Between Stock Returns and Inflations: International Evidence

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0008 ◽

2012 ◽

pp. 147-159

Keyword(s):

Stock Returns ◽

International Evidence

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Mutual Fund Performance and Investment Horizon

An Introduction to Wavelet Theory in Finance ◽

10.1142/9789814397841_0009 ◽

2012 ◽

pp. 161-175

Keyword(s):

Mutual Fund ◽

Fund Performance ◽

Mutual Fund Performance ◽

Investment Horizon

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