WAVELET TRANSFORMS FOR THE STATISTICAL ANALYSIS OF RETURNS GENERATING STOCHASTIC PROCESSES (Q3523584)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WAVELET TRANSFORMS FOR THE STATISTICAL ANALYSIS OF RETURNS GENERATING STOCHASTIC PROCESSES |
scientific article |
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WAVELET TRANSFORMS FOR THE STATISTICAL ANALYSIS OF RETURNS GENERATING STOCHASTIC PROCESSES (English)
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3 September 2008
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financial volatility
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multiresolution analysis
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wavelet transforms
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data de-noising with wavelet shrinkage
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GARCH models
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