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

Author(s)

    • Vuorenmaa, Tommi A.
    • Suomen Pankki

Bibliographic Information

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

Available at  / 1 libraries

Search this Book/Journal

Note

Includes bibliographical references

Abstract also in Finnish

Also available via the Internet at Bank of Finland web site

Related Books: 1-1 of 1

Details

Page Top