About this document
Signal Extractions in Financial Analysis by haouamaidadi0 is a document available to read on EtoBox.
This document is a PhD thesis presented by Clément Goulet at Université Paris I Panthéon-Sorbonne, focusing on signal extraction techniques with applications in finance. It discusses various mathematical tools, including wavelet theory and quantile regressions, and explores topics such as intra-industry volatility spillovers around earnings announcements and noise removal methods in financial data. The thesis aims to contribute to both applied mathematics and econometrics in finance through its analysis and
- Author
- haouamaidadi0
- Language
- EN