A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Shahrokh Firouzi, Xiangning Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Firouzi, Shahrokh ; Wang, Xiangning |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 82.2019, p. 42-56
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| Subject: | Behavior | Cross wavelet transform | Forecast | foreign exchange market | Order flow | Relationship | Wavelet transform coherency | Zustandsraummodell | State space model | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202269