Displaying 1 result from an estimated 1 matches for "0202352v1".
2009 Mar 18
0
Wavelet reconstruction with coefficients set to zero
Dear all:
Greetings from Mumbai, India.
Reference?R help solution [Rogerio, Thu 16 Nov 2006 - 20:54:25 GMT].
Simonsen, Jensen and Johansen (2002) [arXiv:cond-mat/0202352v1] note
"(.wavelet filtered was...) achieved?by first transforming the
log-price [...] to the?wavelet-domain, setting all wavelet coefficient
corresponding?to scales larger then 1000 trading days to zero, and
finally transforming back to the time domain."
Question: What does 'scales la...