Wavelet analysis of Central European stock market behaviour during the crisis
Year of publication: |
2009
|
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Authors: | Baruník, Jozef ; Vácha, Lukáš |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Aktienmarkt | Kapitaleinkommen | Finanzkrise | Zustandsraummodell | Schätzung | Tschechische Republik | Polen | Ungarn | Deutschland | USA | wavelet analysis | multiresolution analysis | Central European stock markets | financial crisis |
Series: | IES Working Paper ; 23/2009 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 611941430 [GVK] hdl:10419/83316 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G15 - International Financial Markets |
Source: |
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Wavelet analysis of Central European stock market behaviour during the crisis
Barunik, Jozef, (2009)
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Wavelet Analysis of Central European Stock Market Behaviour During the Crisis
Barunik, Jozef, (2009)
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