A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES (Q3632190): Difference between revisions
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Latest revision as of 12:18, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES |
scientific article |
Statements
A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES (English)
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23 June 2009
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ATM implied volatilities
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nondecimated wavelet packet transform
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best basis
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cross-correlation
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