How to cite this paper
Badiei, E & Mohammadi, S. (2011). An empirical analysis to study the cyclical trends on stock exchange using wavelet methods.Management Science Letters , 1(1), 57-64.
Refrences
Aguiar-Conraria, L., Azevedo, N., Soares, M. (2008). Using wavelets to decompose the time frequency effects of monetary policy, Physica A, 387(12), 2863-2878.
Caetano, M. A. L. & Yoneyama, T. (2007). Characterizing abrupt changes in the stock prices using a wavelet decomposition method. Physica A: Statistical Mechanics and its Applications, 383(2), 519-526.
Capobianco. E. (2002). Empirical volatility analysis: feature detection and signal extraction with function dictionaries. Physica A: Statistical Mechanics and its Applications, 319(1), 495-518.
Crowley. P. M., (2005). An intuitive guide to wavelets for economists, Bank of Finland Research Discussion papers.
Daubechies, I (1988). Orthonormal bases of compactly supported wavelets. Communications on Pure and Applied Mathematics, 41 (7), 909–996.
Edwards, R. D. & Magee, J (2001). Technical Analysis of Stock Trends, AMACOM, 8th ed. 752.
Fernandez. V. (2007). A postcard from the past: The behavior of U.S. stock markets during 1871 – 1938, Physica A, 386(1), 267-282.
Fernandez, V. (2006). Does domestic cooperation lead to business-cycle convergence and financial linkage?. The Quarterly Review of Economics and Finance, 46(3), 369 – 396.
Hodrick, R., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit, and Banking, 29(1), 1-16.
Mulligan, R. F., Lombardo, G. A. (2004). Maritime businesses: volatile stock prices and market valuation inefficiencies. The Quarterly Review of Economics and Finance, 44(2), 321-336.
Vidakovic, B. (1999) Statistical Modeling by Wavelets, 2nd , John Wiley & Sons.
Walker, J. S. (2008). A Primer on Wavelets and Their Scientific Applications, Chapman and Hall/CRC, 2nd edition.
Caetano, M. A. L. & Yoneyama, T. (2007). Characterizing abrupt changes in the stock prices using a wavelet decomposition method. Physica A: Statistical Mechanics and its Applications, 383(2), 519-526.
Capobianco. E. (2002). Empirical volatility analysis: feature detection and signal extraction with function dictionaries. Physica A: Statistical Mechanics and its Applications, 319(1), 495-518.
Crowley. P. M., (2005). An intuitive guide to wavelets for economists, Bank of Finland Research Discussion papers.
Daubechies, I (1988). Orthonormal bases of compactly supported wavelets. Communications on Pure and Applied Mathematics, 41 (7), 909–996.
Edwards, R. D. & Magee, J (2001). Technical Analysis of Stock Trends, AMACOM, 8th ed. 752.
Fernandez. V. (2007). A postcard from the past: The behavior of U.S. stock markets during 1871 – 1938, Physica A, 386(1), 267-282.
Fernandez, V. (2006). Does domestic cooperation lead to business-cycle convergence and financial linkage?. The Quarterly Review of Economics and Finance, 46(3), 369 – 396.
Hodrick, R., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit, and Banking, 29(1), 1-16.
Mulligan, R. F., Lombardo, G. A. (2004). Maritime businesses: volatile stock prices and market valuation inefficiencies. The Quarterly Review of Economics and Finance, 44(2), 321-336.
Vidakovic, B. (1999) Statistical Modeling by Wavelets, 2nd , John Wiley & Sons.
Walker, J. S. (2008). A Primer on Wavelets and Their Scientific Applications, Chapman and Hall/CRC, 2nd edition.