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Examination of relationships between time series by wavelets: illustration with Czech stock and industrial production data

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F16%3A00049598" target="_blank" >RIV/61384399:31140/16:00049598 - isvavai.cz</a>

  • Result on the web

    <a href="http://amse.umb.sk/proceedings/Basta.pdf" target="_blank" >http://amse.umb.sk/proceedings/Basta.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Examination of relationships between time series by wavelets: illustration with Czech stock and industrial production data

  • Original language description

    Main topics of the document: wavelets; time series; economy; comovement

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GPP402%2F12%2FP507" target="_blank" >GPP402/12/P507: Modelling of Financial and Economic Time Series - Application and Comparison of Wavelet and Traditional Methods</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    AMSE 2016 (Applications of Mathematics and Statistics in Economics)

  • ISBN

    978-80-89438-04-4

  • ISSN

    2453-9902

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

    11-20

  • Publisher name

    Občianske združenie Financ

  • Place of publication

    Banská Bystrica

  • Event location

    Banská Štiavnica

  • Event date

    Aug 31, 2016

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article