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Fourier
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http://www.aktienprognose.de/ Aktienanalye mit Fourier-Analyse
- Tenreiro Machado, J.;Duarte, Fernando · Monteiro Duarte, Gonçalo: Analysis of financial data series using fractional Fourier transform and multidimensional scaling, in:Nonlinear Dynamics August 2011
- Lee, Yun-Huan: Forecast Intervals in Fourier Transform Models: Bootstrap Method.Finance Department, Ming Chuan University 2011
- Bhattacharya, Rahul: Explaining the Fourier Transform to a Banker: A very Elementary Tutorial. 2011
- Umberto Cherubini, Giovanni; Della Lunga, Sabrina; Mulinacci, Pietro Rossi: Fourier Transform Methods in Finance 2010
- Ranta, Miko: Wavelet Multiresolution Analysis of Financial Time Series. Universitas Wasaens 2010
- Karl, Christian; Lord, Roger: Fourier inversion methods in finance. 2010
- Eberlein, Ernst; Glau, Kathrin; Papapantoleon, Antonis: Analysis of Fourier Transform Valuation Formulas and Applications, in: Applied Mathematical Finance Volume 17, Issue 3, 2010
- Al Wadi, S.; Ismail, Mohd Tahir; Karim; Samsul Ariffin Abdul: Statistical Computational of Volatility in Financial Time Series Data.World Academy of Science, Engineering and Technology 62 2010
- Laure, Jehlen: Modeling of the Financial Flows: The Use of Fourier Transform in Finance. Mathematical Roots and Inconsistency. Paris-Dauphine University, 2009
- Hurd, T. R.; Zhou, Zhuowei: A Fourier transform method for spread option pricing. 2009
- Giampaoli, Iacopo; Lon Ng, Wing; Constantinou, Nick: Analysis of ultra-high-frequency financial data using advanced Fourier transforms, in: Finance Research Letters Volume 6, Issue 1, March 2009, Pages 47-53
- Cherubini, Umberto; Della Lunga, Giovanni; Mulinacci, Sabrina; Rossi, Pietro: Fourier Transform Methods in Finance. Wiley 2009 Verlagsseite
- Masset, Philippe: Analysis of Financial Time-Series using Fourier and Wavelet. University of Fribourg, Department of Finance 2008
- Giampaoli, Iacopo; Lon Ng, Wing; Constantinou, Nick: Analysis of ultra-high-frequency financial data using advanced Fourier transforms. Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, 2008
- Emmenegger, Jean-François; Serbinenko, Anna: The Discrete Fourier Transform as a Tool in Mathematical Finance: Computation of Index Returns. Swiss Statistics Meeting, 14.-16. November 2007, Lucerne
- Option pricing by Lee, Roger W.: transform methods: extensions, unification and error control, in: Journal of Computational Finance (2004), 7(3):51–86, This version: February 2, 2005
- Cerny, Ales: Introduction to fast Fourier Transform in finance.London: Tanaka Business School, 2004
- Gençay, Ramazan; Selçuk, Faruk; Whitcher, Brandon: An introduction to wavelets and other filtering methods in finance and economics. 2002
- Malliavin, Paul; Mancino, Maria Elvira: Fourier series method for measurement of multivariate volatilities. Finance and Stochastics Volume 6, 2001 Number 1, 49-61
- Meyers, Dennis: Noise and The Discrete Fourier Transform 2000
- Meyers, Dennis: The End Point Fast Fourier Transform 2000
- Dempster; M.A.H., Hong, S.S.G.: Spread option valuation and the fast Fourier transform, Research Paperm Cambridge 2000
- P Carr, D Madan: Option valuation using the fast Fourier transform - Journal of Computational Finance, 1999
- Meyers, Dennis: The Discrete Fourier Transform Illusion. 1999
- Carr, Peter; Madan, Dilip B.: Option Valuation Using the Fast Fourier Transform. 1999
- Benhamou, Eric: Fast Fourier Transform for Discrete Asian Options 2000
- Theiler, James; Eubank, Stephen; Longtin, André; Galdrikian, Bryan; Farmer, J. Doyne: Testing for nonlinearity in time series: the method of surrogate data, in: Physica D: Nonlinear Phenomena Volume 58, Issues 1-4, 15 September 1992, Pages 77-94
- Reno, Roberto: Volatility estimate via Fourier analysis
- Oya, K.: Measurement of Volatility of Diffusion Processes with Noisy High Frequency Data.1Graduate School of Economics, Osaka University
- Mancino, Mario Elvira; Sanfelici, Simona: Finite Sample Properties and Optimal Sampling of Fourier Volatility Estimator under Microstructure Noise
- Fourier Analysis. Investopedia
- Fast Fourier Transform. iPredict