Forecasting using locally stationary wavelet processes (Q3401362)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting using locally stationary wavelet processes |
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Forecasting using locally stationary wavelet processes (English)
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29 January 2010
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GARCH
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locally stationary wavelet processes
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non-decimated wavelets
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sensitivity analysis
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volatility forecasting
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