Multiresolution approximation for volatility processes (Q4646772)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7001508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiresolution approximation for volatility processes |
scientific article; zbMATH DE number 7001508 |
Statements
Multiresolution approximation for volatility processes (English)
0 references
14 January 2019
0 references
volatility processes
0 references
wavelet techniques
0 references
time series
0 references
intraday stock index financial returns
0 references
0 references
0 references
0 references
0.8885954022407532
0 references
0.8625982999801636
0 references
0.8200803399085999
0 references
0.8186890482902527
0 references
0.8045328855514526
0 references
