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

Fryzlewicz, P.ORCID logo (2005). Modelling and forecasting financial log-returns as locally stationary wavelet processes. Journal of Applied Statistics, 32(5), 503-528.
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Item Type Article
Copyright holders © 2005 Routledge
Departments LSE > Academic Departments > Statistics
Date Deposited 21 Nov 2009
URI https://researchonline.lse.ac.uk/id/eprint/25831

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