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

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

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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:	11 Apr 2024 19:00
URI:	http://eprints.lse.ac.uk/id/eprint/25831

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