Statistical analysis of financial volatility by wavelet shrinkage (Q1973910)
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scientific article; zbMATH DE number 1441324
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| English | Statistical analysis of financial volatility by wavelet shrinkage |
scientific article; zbMATH DE number 1441324 |
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Statistical analysis of financial volatility by wavelet shrinkage (English)
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13 May 2002
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wavelet transforms
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data de-noising
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GARCH estimation
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volatility prediction
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0.865952730178833
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0.8045328855514526
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0.8030158281326294
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0.7944453358650208
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0.7917102575302124
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