Detecting The Regime Shift Via Wavelet Transform.

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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:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/19369/ http://eprints.usm.my/19369/1/detecting.pdf

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