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

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6 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Computational Statistics
Volym	25
Nummer	1
Sidor (från-till)	163-182
ISSN	0943-4062
DOI	https://doi.org/10.1007/s00180-009-0168-6
Status	Publicerad - 2010
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

@article{7f7f9a983ada44e19b3a390a471723af,

title = "Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models",

keywords = "112 Statistics and probability, 512 Business and Management",

author = "Agnieszka Jach and Piotr Kokoszka",

year = "2010",

doi = "10.1007/s00180-009-0168-6",

language = "English",

volume = "25",

pages = "163--182",

journal = "Computational Statistics",

issn = "0943-4062",

publisher = "Physica-Verlag GmbH und Co",

number = "1",

}

TY - JOUR

T1 - Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models

AU - Jach, Agnieszka

AU - Kokoszka, Piotr

PY - 2010

Y1 - 2010

KW - 112 Statistics and probability

KW - 512 Business and Management

U2 - 10.1007/s00180-009-0168-6

DO - 10.1007/s00180-009-0168-6

M3 - Article

SN - 0943-4062

VL - 25

SP - 163

EP - 182

JO - Computational Statistics

JF - Computational Statistics

IS - 1

ER -