Grant: Standard Research Grants
University of Windsor
$264.00
Time-frequency domain analysis of volatility with wavelet based hidden Markov trees
EF 2003-04
Programme
Standard Research Grants
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
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
