Empirical Wavelet Analysis of Tail and Memory Properties of LARCH and FIGARCH Models Conference Contributions uri icon

authors

  • JACH, AGNIESZKA EWELINA
  • KOKOSZKA, P.

event

  • StatDep: Statistics for Dependent Data

event place

  • PARIS

country

  • FRANCIA

participation category

  • P├ôSTER

publication date

  • 2008