Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Gilles Teyssière and Patrice Abry
| Year of publication: |
2006
|
|---|---|
| Authors: | Teyssière, Gilles ; Abry, Patrice |
| Published in: |
Long memory in economics : with 50 tables. - Berlin [u.a.] : Springer, ISBN 3-540-22694-X. - 2006, p. 173-238
|
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Finanzmarkt | Financial market | Volatilität | Volatility | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003375645