Estimation of Long Memory in Volatility Using Wavelets
| Author(s): | doc. PhDr. Jozef Baruník Ph.D., Mgr. Lucie Kraicová , |
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| Type: | Articles in journals with impact factor |
| Year: | 2017 |
| Number: | 0 |
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| Published in: | Studies in Nonlinear Dynamics & Econometrics,21(3), preprint: PDF |
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| Suggested Citation: | Kraicová, L. & Baruník, J. (2017). Estimation of long memory in volatility using wavelets. Studies in Nonlinear Dynamics & Econometrics, 21(3), pp. -. |
| Abstract: |
