Statistical analysis of financial volatility by wavelet shrinkage
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Publication:1973910
DOI10.1023/A:1010010825105zbMath0984.62084OpenAlexW80891966MaRDI QIDQ1973910
Publication date: 13 May 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010010825105
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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