Multiscale analysis of stock index return volatility (Q1827431)

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scientific article; zbMATH DE number 2083437
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Multiscale analysis of stock index return volatility
scientific article; zbMATH DE number 2083437

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    Multiscale analysis of stock index return volatility (English)
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    6 August 2004
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    wavelet and cosine packets
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    signal decomposition
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    function approximation
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    matching pursuit and best basis optimization algorithms
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