Research

Find our publications, conference contributions and working Paper


Show all

2017

Paraskevopoulos, Timotheos; Posch, Peter N

Time-frequency linkages and co-movements between the euro and European stock market: A continuous wavelet analysis. Journal Article

2017.

Abstract | Links | BibTeX | Tags: Co-movement, wavelet, wavelet-coherence

Paraskevopoulos, Timotheos; Posch, Peter N

A hybrid forecasting algorithm based on SVRs and Wavelets Decompositions Journal Article

Quantitative Finance and Economics, 2017.

Abstract | Links | BibTeX | Tags: forecasting, SVR, wavelet