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  • 标题:Quantitative Analysis in Economics Based on Wavelet Transform: A New Approach
  • 本地全文:下载
  • 作者:Fernando de Melo ; Valery V. Maslennikov ; Elena V. Popova
  • 期刊名称:Asian Social Science
  • 印刷版ISSN:1911-2017
  • 电子版ISSN:1911-2025
  • 出版年度:2015
  • 卷号:11
  • 期号:20
  • 页码:66
  • DOI:10.5539/ass.v11n20p66
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    Recently, a number of new techniques to analyze complex, non-linear and non-stationary economic and financial data have been introduced. One of the techniques that may substitute conventional approaches based on a Fourier transform (FT) is wavelet transform (WT). On the other hand, despite the fact that wavelets have a huge potential enabling accurate representation of relationships between economic variables in the time-scale space, their use in economics is still rather limited with apparent reasons. In this paper, we will examine the use of the wavelets for the analysis of complex economic events and introduce the so-called truncated wavelets and an additional metric that may be valuable for processing of real economic and financial data. The presented approach may also contribute to the enhancement of our understanding of economic phenomena. The results are illustrated on a real example.

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