Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114): Difference between revisions

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Latest revision as of 03:18, 12 July 2024

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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
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    Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (English)
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    6 June 2016
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    nonparametric regression
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    wavelet coefficient
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    change points
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    kernel estimation
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    local polynomial smoother
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    conditional heteroscedastic variance
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    \(\alpha\)-mixing
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