Outlier detection based on discrete wavelet transform with application to Saudi stock market closed price series
Year of publication: |
2020
|
---|---|
Authors: | Khudhayr A. Rashedi ; Mohd Tahir Ismail ; Sadam Al-Wadi ; Serroukh, Abdeslam |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 12, p. 1-10
|
Subject: | MODWT Wavelets Transform | Saudi Arabia Stock Market | Outlier Detections | GARCH Models | Saudi-Arabien | Saudi Arabia | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Zustandsraummodell | State space model | Theorie | Theory | Börsenkurs | Share price |
-
Bahcivan, Hulusi, (2022)
-
The Saturday effect : an interesting anomaly in the Saudi stock market
Abalala, Turki, (2015)
-
Biage, Milton, (2020)
- More ...
-
Modeling and forecasting Saudi stock market volatility using wavelet methods
Tariq S. Alshammari, (2020)
-
Predicting stock market volatility using MODWT with HyFIS and FS.HGD models
Alenezy, Abdullah H., (2023)
-
A study of nonlinear relationships between world oil price and Malaysian stock price
Mohd Tahir Ismail, (2009)
- More ...