scientific article; zbMATH DE number 5666932

MaRDI QIDQ3400728zbMATH OpenFDO

Authors Gilles Teyssière, Patrice Abry

Publication date 5 February 2010

zbMATH Keywords

waveletsestimationGARCHlong memoryshort memoryLARCHnonlinear long-range dependent volatility

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)

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