A Haar–Fisz technique for locally stationary volatility estimation (Q3434086)
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scientific article; zbMATH DE number 5145533
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Haar–Fisz technique for locally stationary volatility estimation |
scientific article; zbMATH DE number 5145533 |
Statements
A Haar–Fisz technique for locally stationary volatility estimation (English)
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23 April 2007
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GARCH model
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Haar wavelet
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Locally stationary model
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Variance-stabilising transform
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Wavelet thresholding
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Currency exchange rates
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0.8297929167747498
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0.787872850894928
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0.776985764503479
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0.7749912738800049
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0.76875901222229
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