Fits the combination of Wavelet-GARCH model for time series forecasting using algorithm by Paul (2015) .
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Dr. Ranjit Kumar Paul, 2 years ago
Browse source code at
Dr. Ranjit Kumar Paul
Sandipan Samanta and Ankit Tanwar
Imports stats, wavelets, FinTS, forecast, parallel, rugarch, fracdiff, methods
See at CRAN