WaveletGARCH

CRANWaveletGARCHMaRDI QIDQ140135FDOQ140135

Fit the Wavelet-GARCH Model to Volatile Time Series Data

Dr. Ranjit Kumar Paul

Last update: 29 February 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.1

Cites work

• ARIMAX-GARCH-WAVELET model for forecasting volatile data

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