Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models

Agnieszka Jach, Piotr Kokoszka

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalComputational Statistics
Volume25
Issue number1
Pages (from-to)163-182
ISSN0943-4062
DOIs
Publication statusPublished - 2010
MoE publication typeA1 Journal article - refereed

Keywords

  • 112 Statistics and probability
  • 512 Business and Management

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