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

大学図書館所蔵 件 / 1

この図書・雑誌をさがす

注記

Includes bibliographical references

Abstract also in Finnish

Also available via the Internet at Bank of Finland web site

関連文献: 1件中  1-1を表示

詳細情報

ページトップへ