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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

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Content with tags matching 'wavelet':

News: The Identification of Thresholds and Time Delay in Self-Exciting Threshold a Model by Wavelet. (arXiv:1303.4867v1 [math-ph])

65 days ago - q-fin updates on arXiv.org

News: Research: Option Pricing from Wavelet-Filtered Financial Series. (arXiv:1103.3639v2 [q-fin.ST] CROSS LISTED) http://t.co/jU1s1hrb

158 days ago - MoneyScience Twitter Stream

News: Research: Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet ... http://t.co/WKyhT6zJ

274 days ago - MoneyScience Twitter Stream

News: Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression. (arXiv:1208.4831v1 [q-fin.ST])

274 days ago - q-fin updates on arXiv.org

News: Characterizing price index behavior through fluctuation dynamics. (arXiv:1205.1711v1 [physics.data-an])

381 days ago - q-fin updates on arXiv.org