Dollar and the stock market: An approach using Haar wavelet

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dc.contributor.authorBELARDI, A. A.
dc.contributor.authorRenato Aguiar
dc.contributor.authorOrcidhttps://orcid.org/0000-0002-4413-3847
dc.date.accessioned2022-01-12T22:02:17Z
dc.date.available2022-01-12T22:02:17Z
dc.date.issued2012
dc.description.abstractThis paper presents a methodology to detect significant changes in the price of U.S. dollar in regarding to the stock exchange using the Haar wavelet as well as statistical analyzes of several parameters. The data used arise of information provided by the stock market, both for the U.S. dollar and for the stock market. The results show that the applied methodology through Haar wavelet, are able to inform in advance the trend of the stock market through a single variable, the U.S. dollar. © 2012 American Institute of Physics.
dc.description.firstpage218
dc.description.lastpage221
dc.description.volume1470
dc.identifier.citationBELARDI, A. A.; AGUIAR, R. A. Dollar and the stock market: An approach using Haar wavelet. AIP Conference Proceedings, v. 1470, p. 218-221, 2012.
dc.identifier.doi10.1063/1.4747679
dc.identifier.issn1551-7616
dc.identifier.urihttps://repositorio.fei.edu.br/handle/FEI/4125
dc.relation.ispartofAIP Conference Proceedings
dc.rightsAcesso Restrito
dc.subject.otherlanguageDollar
dc.subject.otherlanguageHaar Wavelet
dc.subject.otherlanguageOverreaction
dc.subject.otherlanguageUnderreaction
dc.titleDollar and the stock market: An approach using Haar wavelet
dc.typeArtigo de evento
fei.scopus.citations0
fei.scopus.eid2-s2.0-84873249247
fei.scopus.updated2024-07-01
fei.scopus.urlhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84873249247&origin=inward
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