Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884): Difference between revisions

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Latest revision as of 18:31, 30 December 2024

scientific article; zbMATH DE number 7705112
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Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus
scientific article; zbMATH DE number 7705112

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    Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (English)
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    30 June 2023
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    stochastic volatility (SV)
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    complex wavelets
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    multivariate minimum distance partial density estimation
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    \(WaveL_2E\)-SV models
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