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Analysis of financial indices by means of the windowed Fourier transform

✍ Scribed by Machado, J. Tenreiro; Duarte, Fernando B.; Duarte, Gonçalo Monteiro

Book ID
118817960
Publisher
Springer-Verlag
Year
2012
Tongue
English
Weight
532 KB
Volume
6
Category
Article
ISSN
1863-1703

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✍ J.R. Partington; Banu Ünalmış 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 118 KB

We present the windowed Fourier transform and wavelet transform as tools for analyzing persistent signals, such as bounded power signals and almost periodic functions. We establish the analogous Parseval-type identities. We consider discretized versions of these transforms and construct generalized