Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884)
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scientific article; zbMATH DE number 7705112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus |
scientific article; zbMATH DE number 7705112 |
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Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (English)
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30 June 2023
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stochastic volatility (SV)
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complex wavelets
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multivariate minimum distance partial density estimation
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\(WaveL_2E\)-SV models
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