A wavelet analysis of scaling laws and long-memory in stock market volatility

著者

• Vuorenmaa, Tommi A.
• Suomen Pankki

書誌事項

A wavelet analysis of scaling laws and long-memory in stock market volatility

Tommi A Vuorenmaa

（Bank of Finland discussion papers, 27.2005）

Bank of Finland, 2005

注記

Includes bibliographical references

Abstract also in Finnish

Also available via the Internet at Bank of Finland web site

• NII書誌ID(NCID): BA76663632
• ISBN:
  • 952462253X
• 出版国コード: fi
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Helsinki
• ページ数/冊数: 38, [3] p.
• 大きさ: 30 cm
• 件名:
  • LCSH : Stocks -- Prices -- Econometric models
  • LCSH : Wavelets (Mathematics)
• 親書誌ID:
  • BA23075090