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"Empirical wavelet analysis of tail and memory properties of LARCH and ..."

Agnieszka Jach, Piotr Kokoszka (2010)

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DOI: 10.1007/S00180-009-0168-6

access: closed

type: Journal Article

metadata version: 2020-07-09

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Agnieszka Jach, Piotr Kokoszka:
Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. Comput. Stat. 25(1): 163-182 (2010)

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