Open AccessApproximating Financial Time Series with Wavelets
Author(s) -
Monika Hadaś-Dyduch
Publication year - 2017
Publication title -
argumenta oeconomica cracoviensia
Language(s) - English
Resource type - Journals
eISSN - 2545-3866
pISSN - 1642-168X
DOI - 10.15678/aoc.2017.1601
Subject(s) - wavelet , volatility clustering , series (stratigraphy) , volatility (finance) , econometrics , cluster analysis , variance (accounting) , computer science , finance , time series , wavelet transform , mathematics , statistics , algorithm , artificial intelligence , economics , autoregressive conditional heteroskedasticity , accounting , paleontology , biology
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