Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao REMERI Red Mexicana ...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
REMERI Red Mexicana de Repositorios Institucionales
Doctoral thesis . 2009
Data sources: REMERI Red Mexicana de Repositorios Institucionales
Claim

Estimación del valor en riesgos a través de wavelets

descriptionPublicationkeyboard_double_arrow_right Doctoral thesis 01 Jan 2009 Spanish; Castilian Publisher:Tecnologico de Monterrey

handle: 11285/631942

Estimación del valor en riesgos a través de wavelets

Abstract

Wavelets son funciones que oscilan (wave) y decaen (lef) a cierto número de desvanecimientos, las cuales fungen como filtros para capturar componentes de alta frecuencia con duración de corto tiempo y componentes de baja frecuencia que ocurren en periodos de mayor tiempo. Contrario al análisis de Fourier, el análisis por wavelets permite analizar una serie de tiempo en el espacio tiempo-frecuencia. Su principal flexibilidad es que permiten estudiar fenómenos temporales no estacionarios y de variación en el tiempo.

Doctorado en Ciencias Financieras

Keywords

QA403.3, Wavelets (Matemáticas)

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!
uploadUpload now