A Haar–Fisz technique for locally stationary volatility estimation (Q3434086): Difference between revisions
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Revision as of 11:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Haar–Fisz technique for locally stationary volatility estimation |
scientific article |
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A Haar–Fisz technique for locally stationary volatility estimation (English)
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23 April 2007
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GARCH model
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Haar wavelet
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Locally stationary model
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Variance-stabilising transform
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Wavelet thresholding
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Currency exchange rates
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