Wavelets and estimation of long memory in log volatility and time series perturbed by noise
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F12%3A00039218" target="_blank" >RIV/61384399:31140/12:00039218 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Wavelets and estimation of long memory in log volatility and time series perturbed by noise
Original language description
Main topics of the document: time series; long memory; volatility; wavelets; finance; financial data
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Oeconomica Pragensia
ISSN
0572-3043
e-ISSN
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Volume of the periodical
20
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
18
Pages from-to
3-20
UT code for WoS article
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EID of the result in the Scopus database
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