Pages that link to "Item:Q3523584"
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The following pages link to WAVELET TRANSFORMS FOR THE STATISTICAL ANALYSIS OF RETURNS GENERATING STOCHASTIC PROCESSES (Q3523584):
Displayed 6 items.
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Empirical volatility analysis: Feature detection and signal extraction with function dictionaries (Q1855542) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Computationally Efficient Atomic Representations for Nonstationary Stochastic Processes (Q4474551) (← links)
- Multiresolution approximation for volatility processes (Q4646772) (← links)