Non-parametric estimation of a multiscale CHARN model using SVR (Q3182652)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimation of a multiscale CHARN model using SVR |
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Non-parametric estimation of a multiscale CHARN model using SVR (English)
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12 October 2009
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volatility modelling
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wavelet transform
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scaling
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non-Gaussian distributions
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multiresolution analysis
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heteroskedasticity
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ARCH
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