Publication:3400728
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zbMath1181.91352MaRDI QIDQ3400728
Patrice Abry, Gilles Teyssière
Publication date: 5 February 2010
wavelets; estimation; long memory; GARCH; short memory; LARCH; nonlinear long-range dependent volatility
91G70: Statistical methods; risk measures
62M15: Inference from stochastic processes and spectral analysis
91B84: Economic time series analysis
65T60: Numerical methods for wavelets
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