Co-movement of the Finnish and international stock markets : a wavelet analysis
Year of publication: |
2011
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Authors: | Graham, M. ; Nikkinen, Jussi |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 5/6, p. 409-425
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Subject: | co-movement | Finland | international stock markets | wavelets | Finnland | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Internationaler Finanzmarkt | International financial market | Welt | World | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
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