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

  • PZ Fryzlewicz

Research output: Contribution to journal › Article (Academic Journal) › peer-review

27 Citations (Scopus)
Translated title of the contributionModelling and forecasting financial log-returns as locally stationary wavelet processes
Original languageEnglish
Pages (from-to)503 - 528
JournalJournal of Applied Statistics
Volume32
Publication statusPublished - 2005

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