Risk and Multi-resolution Regimes in Volatility Processes
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Capobianco, Enrico |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Multi-resolution | GARCH-M | Wavelets |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 26 |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C44 - Statistical Decision Theory; Operations Research |
| Source: |
Persistent link: https://www.econbiz.de/10005345459