Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus
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Publication:6108884
DOI10.1007/s13571-022-00292-3OpenAlexW4290545990WikidataQ115096342 ScholiaQ115096342MaRDI QIDQ6108884
Katherine Bennett Ensor, Kim C. Raath
Publication date: 30 June 2023
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-022-00292-3
complex wavelets\(WaveL_2E\)-SV modelsmultivariate minimum distance partial density estimationstochastic volatility (SV)
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