In the previous post I pointed out a model developed by researchers at the University of Surrey for analysing volatile financial time series. The model is actually quite straight forward to implement and my initial plan was to reproduce it, but haven’t got round to doing so because of other commitments. Nonetheless the plan continues and I shall be posting details of the modifications I wish to make to the model already proposed.

I found a poster presentation drawn up by the same researchers which provides a good summary of the paper they published.

wavVolPoster.jpg

Alternatively you can download a PDF file of the diagram from here.

Bookmark & Share