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

(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
Departments	Statistics
Date Deposited	21 Nov 2009 15:46
URI	https://researchonline.lse.ac.uk/id/eprint/25831

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Fryzlewicz, Piotr

HA Statistics

http://www.tandf.co.uk/journals/titles/02664763.as... (Official URL)

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