Real and complex wavelets in asset classification: An application to the US stock market

Author:

Bruzda JoannaORCID

Funder

Polish National Science Center

Publisher

Elsevier BV

Subject

Finance

Reference33 articles.

1. The continuous wavelet transform: moving beyond the uni- and bivariate analysis;Aguiar-Conraria;J. Econ. Surv.,2014

2. Backus, D.K., Routledge, B.R., Zin, S.E., 2010. The cyclical component of US asset returns. Working Paper, Stern School of Business, http://pages.stern.nyu.edu/∼dbackus/GE_asset_pricing/ms/BRZ_returns_latest.pdf

3. The financial cycle and macroeconomics: what have we learnt?;Borio;J. Bank. Finance,2014

4. Wavelet Analysis in Economic Applications;Bruzda,2013

5. Amplitude and phase synchronization of European business cycles: a wavelet approach;Bruzda;Stud. Nonlin. Dyn. Econometrics,2015

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