In thepresent paper an attempt was made to verify the possibilities of the use of a marker of structural changes of market price variance in the detection of trade collusion between business players. We used the theoretical ...

In the paper we present results of our examination of the equity markets integration process inEuropefrom the wavelet perspective. The method applied is the discrete wavelet analysis in the form of the wavelet variance and ...

In the paper we discuss existing techniques for univariate time series forecasting based on the wavelet transform and introduce also a new method of forecasting with wavelets. The new approach is based on a nonparametric ...

In the paper the Haar wavelet transfer function models are suggested as a way to parsimoniously parametrise the impulse responses and construct models with parameters providing an insight into the frequency content of the ...