Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Robert D. Brooks; Elizabeth A. Maharaj and Breanna Pellegrini
| Year of publication: |
2008
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|---|---|
| Authors: | Brooks, Robert ; Maharaj, Elizabeth Ann ; Pellegrini, Breanna |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 1/3, p. 41-44
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| Subject: | Australien | Australia | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Börsenkurs | Share price |
| 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/10003725314