Economy – Quantitative Finance – Statistical Finance
Scientist
Economy
Quantitative Finance
Statistical Finance
Scientist
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
Monte Carlo-based tail exponent estimator
Realized Wavelet Jump-GARCH model: Can wavelet decomposition of volatility improve its forecasting?
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
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