An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
| Year of publication: |
2008
|
|---|---|
| Authors: | DiSario, Robert ; Saraoglu, Hakan ; McCarthy, Joseph ; Li, H. |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 32.2008, 2, p. 136-147
|
| Publisher: |
Springer |
| Subject: | Returns | Wavelets | Long memory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598005