Applications of wavelet analysis to financial time series /

The random walk model formalized by Osbome (1964) has been the traditional model used to explain asset price behavior.Contrary to the random walk paradigm, Mandelbrot (1963) notes that financial time series have nonnormal distributions and proposes the Stable Paretian hypothesis, in which asset pric...

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Bibliographic Details

Main Author:	Wagner, Andrew James
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 1997.
Subjects:	Major finance.
Online Access:	http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=736571461&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD