Dollar and the stock market: An approach using Haar wavelet
| dc.contributor.author | BELARDI, A. A. | |
| dc.contributor.author | Renato Aguiar | |
| dc.date.accessioned | 2022-01-12T22:02:17Z | |
| dc.date.accessioned | 2024-02-27T16:29:30Z | |
| dc.date.available | 2022-01-12T22:02:17Z | |
| dc.date.available | 2024-02-27T16:29:30Z | |
| dc.date.issued | 2012 | |
| dc.identifier.citation | BELARDI, 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.issn | 1551-7616 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12032/122123 | |
| dc.description.abstract | This 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.relation.ispartof | AIP Conference Proceedings | |
| dc.rights | Acesso Restrito | |
| dc.title | Dollar and the stock market: An approach using Haar wavelet | |
| dc.type | Artigo de evento |
Files in this item
| Files | Size | Format | View |
|---|