Wavelets and estimation of long memory in log volatility and time series perturbed by noise
Milan Bašta
| Year of publication: |
2012
|
|---|---|
| Authors: | Bašta, Milan |
| Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha, ISSN 0572-3043, ZDB-ID 9597219. - Vol. 20.2012, 2, p. 3-20
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010008869