From: A wavelet approach of investing behaviors and their effects on risk exposures
Level J | Time Horizons in days | |
---|---|---|
Inferior border | Superior border | |
D1 | 2 | 4 |
D2 | 4 | 8 |
D3 | 8 | 16 |
D4 | 16 | 32 |
D5 | 32 | 64 |
D6 | 64 | 128 |
D7 | 128 | 256 |
D8 | 256 | 512 |
D9 | 512 | 1024 |
D10 | 1024 | 2048 |
D11 | 2048 | 4096 |
S11 | 4096 | − |