Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572)
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scientific article; zbMATH DE number 7549028
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| English | Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model |
scientific article; zbMATH DE number 7549028 |
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Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (English)
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27 June 2022
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wavelet transform
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EGARCH model
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volatility
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de-noising
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0.8562371
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0.8523936
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0.85202885
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0.8520059
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