Modelling of the Tendencies of the World Stock Market with the Help of Wavelet Analysis Methods

Strizhichenko Konstantin A. and Dmitrusenko Konstantin O.
Additional contact information
Strizhichenko Konstantin A.: Kharkiv National University of Economics
Dmitrusenko Konstantin O.: Kharkiv National University of Economics

Business Inform, 2012, issue 6, 78_81

Abstract: The article models the tendencies of the world stock market with the use of wavelet analysis methods and forecasts the dynamics of the English and Japanese stock markets indicators. It proves that the methods of wavelet resolution of signal are effective instruments of modeling and forecasting of the world stock market development tendencies.

Keywords: world stock market; wavelet analysis; wavelet resolution; forecasting (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.business-inform.net/pdf/2012/6_0/78_81.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:idp:bizinf:y:2012:i:6:p:78_81

Access Statistics for this article

Business Inform is currently edited by Ponomarenko Vladimir S.

More articles in Business Inform from RESEARCH CENTRE FOR INDUSTRIAL DEVELOPMENT PROBLEMS of NAS (KHARKIV, UKRAINE), Kharkiv National University of Economics
Bibliographic data for series maintained by Khaustova Viktoriia ().