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From technical analysis to wavelet analysis in the performance of the Australian dollar

Wong, Shirley (2008) From technical analysis to wavelet analysis in the performance of the Australian dollar. International journal of business research, 8 (3). pp. 182-187. ISSN 1555-1296

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Abstract

Technical analysis has been used to investigate the trend changes of exchange rates. In this paper a new method, called waveform dictionaries, is proposed to analyze the trend of the exchange rate of the Australian dollar against the US dollar. The wavelet transform extracts the features and displays the results in a time-frequency (scale) map. The results indicate possible insights into market behavior such as the dominant market reaction to news.

Item Type: Article
Uncontrolled Keywords: ResPubID16513. Australian dollar, exchange rates, economic trends, major currencies, waveform dictionaries, time-frequency map, data analysis techniques, Australia
Subjects: FOR Classification > 1403 Econometrics
FOR Classification > 1402 Applied Economics
Faculty/School/Research Centre/Department > School of Accounting
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Depositing User: VUIR
Date Deposited: 12 Aug 2011 03:36
Last Modified: 12 Aug 2011 03:36
URI: http://vuir.vu.edu.au/id/eprint/4053
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