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Long memory in volatility, modelling and forecasting in the wavelet domain
File(s)
Author(s)
Noutsos, Apostolos
Type
Thesis
Date Issued
2009-01
URI
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
License URL
Creator
Noutsos, Apostolos
Publisher Institution
Imperial College London (University of London)
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)