An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
Robert DiSario, Hakan Saraoglu, Joseph McCarthy, H. C. Li
| Year of publication: |
2008
|
|---|---|
| Authors: | DiSario, Robert ; Saraoglu, Hakan ; McCarthy, Joseph ; Li, H. C. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 32.2008, 2, p. 136-147
|
| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | USA | United States | 1962-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003710699