Multi-resolution properties of semi-parametric volatility models
From MaRDI portal
Recommendations
- Multiscale analysis of stock index return volatility
- Multiresolution approximation for volatility processes
- EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES
- Empirical volatility analysis: Feature detection and signal extraction with function dictionaries
- Statistical analysis of financial volatility by wavelet shrinkage
Cited in
(14)- Multiscale analysis of stock index return volatility
- Empirical volatility analysis: Feature detection and signal extraction with function dictionaries
- Statistical analysis of financial volatility by wavelet shrinkage
- A wavelet method coupled with quasi-self-similar stochastic processes for time series approximation
- Non-parametric estimation of a multiscale CHARN model using SVR
- WAVELET TRANSFORMS FOR THE STATISTICAL ANALYSIS OF RETURNS GENERATING STOCHASTIC PROCESSES
- Cascade systems de-noising and greedy calibrated approximation
- Functional approximation and estimation for latent variable systems
- Research for dynamic value at risk based on wavelet realized volatility
- Multiresolution approximation for volatility processes
- Early warning signals of financial stress: a ``wavelet-based composite indicators approach
- Multiresolution analysis of long time series with application to finance.
- EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES
- Differentiating intraday seasonalities through wavelet multi-scaling
This page was built for publication: Multi-resolution properties of semi-parametric volatility models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5386449)
