Forecasting using locally stationary wavelet processes (Q3401362)
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scientific article; zbMATH DE number 5664605
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Forecasting using locally stationary wavelet processes |
scientific article; zbMATH DE number 5664605 |
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Forecasting using locally stationary wavelet processes (English)
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29 January 2010
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GARCH
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locally stationary wavelet processes
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non-decimated wavelets
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sensitivity analysis
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volatility forecasting
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0.9236823
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0.9195023
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0.8884827
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0.88561344
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0.8820713
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0.87616324
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0.8697643
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