A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025)
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scientific article; zbMATH DE number 7281518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe |
scientific article; zbMATH DE number 7281518 |
Statements
A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (English)
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3 December 2020
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long-range dependence
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wavelet transform
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multiscale autoregressive (MAR) model
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southeast European stock markets
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