Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes |
scientific article |
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Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (English)
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30 March 2023
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alpha-stable distributions
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MAP denoising
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recurrence quantification analysis
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switching volatility regimes
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wavelet decomposition
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