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Q4640393 - MaRDI portal

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scientific article; zbMATH DE number 6874281
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English
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scientific article; zbMATH DE number 6874281

    Statements

    author
    Xili Wu
    0 references
    Xuanhua Peng
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    publication date
    25 May 2018
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    zbMATH Keywords
    wavelet multi-resolution analysis
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    realized volatility
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    VaR
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    42C40
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    62M10
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    zbMATH DE Number
    6874281
    0 references
     
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