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

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

Bibliographic Details
Main Authors: Al Wadi, S., Ismail, Mohd Tahir, Ariffin Addul, Samsul
Format: Conference or Workshop Item
Language:English
Published: 2009
Subjects:
Online Access:http://eprints.usm.my/20422/
http://eprints.usm.my/20422/1/iccs-x_subject14link13.pdf