Wavelet transforms for the statistical analysis of returns generating stochastic processes

2001

Additional Metadata
MSC	Mathematical finance (msc 91Gxx), Time series, auto-correlation, regression, etc. (msc 62M10), Wavelets (msc 65T60)
Publisher	World Scientific
Journal	International Journal of Theoretical and Applied Finance
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Capobianco, E. (2001). Wavelet transforms for the statistical analysis of returns generating stochastic processes. International Journal of Theoretical and Applied Finance, 4(3), 511–534.

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