Statistical analysis of financial volatility by wavelet shrinkage
type: Item
instance of: scholarly article
title: Statistical analysis of financial volatility by wavelet shrinkage
zbMATH Open document ID: 0984.62084
DOI: 10.1023/A:1010010825105
author: Enrico Capobianco
published in: Methodology and Computing in Applied Probability
publication date: 2002-05-13T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 42C40
zbMATH DE Number: 1441324
zbMATH Keywords: wavelet transforms
zbMATH Keywords: data de-noising
zbMATH Keywords: GARCH estimation
zbMATH Keywords: volatility prediction
MaRDI profile type: Publication
full work available at URL: a:1010010825105
OpenAlex ID: W80891966
description: scientific article; zbMATH DE number 1441324