Statistical analysis of financial volatility by wavelet shrinkage (Q1973910)
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scientific article; zbMATH DE number 1441324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of financial volatility by wavelet shrinkage |
scientific article; zbMATH DE number 1441324 |
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Statistical analysis of financial volatility by wavelet shrinkage (English)
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13 May 2002
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wavelet transforms
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data de-noising
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GARCH estimation
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volatility prediction
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