A Study Of Structure Breaks In Amman Stocks Market By Using Wavelet Transform.

Al Wadi, S. and Ismail, Mohd Tahir and Ariffin Addul, Samsul (2009) A Study Of Structure Breaks In Amman Stocks Market By Using Wavelet Transform. In: 10th Islamic Countries Conference On Statistical Science, , 20-23 december 2009, Cairo,Egypt .

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    Abstract

    Regime shifts or structure breaks acquire very high attention in analyzing financial time series data.

    Item Type: Conference or Workshop Item (Paper)
    Subjects: Q Science > QA Mathematics > QA1 Mathematics (General)
    Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences)
    Depositing User: Mr Erwan Roslan
    Date Deposited: 04 Jan 2011 07:09
    Last Modified: 19 Aug 2013 10:25
    URI: http://eprints.usm.my/id/eprint/20422

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