Time series analysis using wavelets and GJR-GARCH models.

Mircea Gherman Romulus Terebes Monica Borda

Published in: EUSIPCO (2012)

Keyphrases

garch model
stock market
multivariate time series
multiresolution
wavelet transform
sar images
image processing
multiscale
image compression
feature extraction
heavy tailed
image sequences
k means