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Chiann, Chang

  
 
Statistical Graphics
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Name
Title
Area
Document
Colleges
Year
Long memory in high frequency time series using wavelets and conditional volatility...
Semiparametric approach for time-varying copula in finacial time series
Estimation of Geostatistical Models with Functional Data using Wavelets
Long memory, GARCH and long memory GARCH models for financial time series
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Results: Displaying 7 of 17 on page 2 of 2
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