Estimating the instantaneous frequencies in superimposed 1/f noise
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Conference Proceeding
Non-linear modelling and forecasting of S&P 500 volatility
Verhoeven, Peter, Pilgram, Berndt, McAleer, Michael, Mees, Alistair
Published in Mathematics and computers in simulation (10.05.2002)
Published in Mathematics and computers in simulation (10.05.2002)
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Journal Article
Conference Proceeding