Fryzlewicz, Piotr 
ORCID: 0000-0002-9676-902X
(2005)
Modelling and forecasting financial log-returns as locally stationary wavelet processes.
Journal of Applied Statistics, 32 (5).
pp. 503-528.
ISSN 0266-4763
| Item Type: | Article |
|---|---|
| Official URL: | http://www.tandf.co.uk/journals/titles/02664763.as... |
| Additional Information: | © 2005 Routledge |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 21 Nov 2009 15:46 |
| Last Modified: | 19 Nov 2024 04:00 |
| URI: | http://eprints.lse.ac.uk/id/eprint/25831 |
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