Perspective Chapter: Detecting Volatility Pattern of Assets Returns Using Wavelet Analysis
<p id="p1">This chapter advocates for the use of wavelet analysis as a potent tool in understanding the dynamic nature of asset price volatility in financial markets. While traditional methods like GARCH models have been valuable, wavelet analysis offers a distinctive approach by decomposing time se...
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| Autores principales: | , , |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2023
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/1159100 |
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