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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
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Date Deposited: 21 Nov 2009 15:46
Last Modified: 01 Oct 2010 09:28
URI: http://eprints.lse.ac.uk/id/eprint/25831

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