Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Gongmeng ; Choi, Yoon K. ; Zhou, Yong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 143.2008, 2, p. 227-262
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