Modelling and forecasting financial log-returns as locally stationary wavelet processes

Fryzlewicz, Piotr (2005) Modelling and forecasting financial log-returns as locally stationary wavelet processes. Journal of applied statistics, 32 (5). pp. 503-528. ISSN 0266-4763

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Item Type:	Article
Official URL:	http://www.tandf.co.uk/journals/titles/02664763.as...
Additional Information:	© 2005 Routledge
Library of Congress subject classification:	H Social Sciences > HA Statistics
Sets:	Departments > Statistics
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/25831/

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