Grant: Standard Research Grants
University of Windsor
$264.00
Time-frequency domain analysis of volatility with wavelet based hidden Markov trees
FY 2003-04
Program
Standard Research Grants
Recipient
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
4645
Name nom
Gencay, Ramazan
Role
Applicant
Award amount
264.00
Fiscal year exercice financier
2003
Institution
University of Windsor
Établissement
University of Windsor
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
2003
Title
Time-frequency domain analysis of volatility with wavelet based hidden Markov trees
Keywords
financial econometrics; wavelet methods; hidden Markov trees; hidden Markov chains; foreign exchange volatility; time scales
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Financial Economics
Discipline fr
Économie financière
Main discipline en
Economics
Main discipline fr
Sciences économiques
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
