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: 03 Jan 2011 23:09
Last Modified: 19 Aug 2013 02:25
URI: http://eprints.usm.my/id/eprint/20422

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