Multiresolution approximation for volatility processes (Q4646772)
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scientific article; zbMATH DE number 7001508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiresolution approximation for volatility processes |
scientific article; zbMATH DE number 7001508 |
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Multiresolution approximation for volatility processes (English)
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14 January 2019
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volatility processes
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wavelet techniques
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time series
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intraday stock index financial returns
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