Expansion of modeling method for GARCH based on wavelet multi-scale analysis

PENG Xuan-hua, FU Qiang

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (11) : 2060-2069.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (11) : 2060-2069. DOI: 10.12011/1000-6788(2011)11-2060

Expansion of modeling method for GARCH based on wavelet multi-scale analysis

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(11): 2060-2069 https://doi.org/10.12011/1000-6788(2011)11-2060

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