EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES (Q5694556)
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scientific article; zbMATH DE number 2211749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES |
scientific article; zbMATH DE number 2211749 |
Statements
EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES (English)
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4 October 2005
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Semimartingales
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Quadratic Variation
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Realized and Integrated Volatility
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Inverse Problems
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Wavelet Estimators
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Multi-scaling
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