Detecting The Regime Shift Via Wavelet Transform.

Recently, regime shifts or structure breaks had acquired very high attention in analyzing financial time series data.

Bibliographic Details
Main Authors: Al Wadi, S., Ismail, Mohd Tahir
Format: Conference or Workshop Item
Language:English
Published: 2010
Subjects:
Online Access:http://eprints.usm.my/19369/
http://eprints.usm.my/19369/1/detecting.pdf
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author Al Wadi, S.
Ismail, Mohd Tahir
author_facet Al Wadi, S.
Ismail, Mohd Tahir
author_sort Al Wadi, S.
building USM Institutional Repository
collection Online Access
description Recently, regime shifts or structure breaks had acquired very high attention in analyzing financial time series data.
first_indexed 2025-11-15T16:10:59Z
format Conference or Workshop Item
id usm-19369
institution Universiti Sains Malaysia
institution_category Local University
language English
last_indexed 2025-11-15T16:10:59Z
publishDate 2010
recordtype eprints
repository_type Digital Repository
spelling usm-193692015-04-06T13:19:28Z http://eprints.usm.my/19369/ Detecting The Regime Shift Via Wavelet Transform. Al Wadi, S. Ismail, Mohd Tahir QA1 Mathematics (General) Recently, regime shifts or structure breaks had acquired very high attention in analyzing financial time series data. 2010-04 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.usm.my/19369/1/detecting.pdf Al Wadi, S. and Ismail, Mohd Tahir (2010) Detecting The Regime Shift Via Wavelet Transform. In: 2010 2nd International Conference On Computer Engineering And Technology, 16-18 April 2010, Chengdu,Sichuan,China .
spellingShingle QA1 Mathematics (General)
Al Wadi, S.
Ismail, Mohd Tahir
Detecting The Regime Shift Via Wavelet Transform.
title Detecting The Regime Shift Via Wavelet Transform.
title_full Detecting The Regime Shift Via Wavelet Transform.
title_fullStr Detecting The Regime Shift Via Wavelet Transform.
title_full_unstemmed Detecting The Regime Shift Via Wavelet Transform.
title_short Detecting The Regime Shift Via Wavelet Transform.
title_sort detecting the regime shift via wavelet transform.
topic QA1 Mathematics (General)
url http://eprints.usm.my/19369/
http://eprints.usm.my/19369/1/detecting.pdf