Estimation of long memory in volatility using wavelets (Q2691712)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of long memory in volatility using wavelets |
scientific article |
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Estimation of long memory in volatility using wavelets (English)
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30 March 2023
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FIEGARCH
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long memory
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Monte Carlo
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volatility
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wavelets
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Whittle
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0.9422002
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0.9366913
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0.93529314
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0.90991396
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0.8961791
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0.89473546
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