ARIMAX-GARCH-WAVELET model for forecasting volatile data

DOI10.3233/MAS-150328MaRDI QIDQ140134WikidataFDO

Authors Ranjit Kumar Paul

Publication date 20 July 2015

Published in Model Assisted Statistics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/MAS-150328

Cited in

(1)

• WaveletGARCH

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