Long memory and fractality among global equity markets: A multivariate wavelet approach
Year of publication: |
2020-04-15
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Authors: | Bhandari, Avishek |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Bhandari, Avishek (2020): Long memory and fractality among global equity markets: A multivariate wavelet approach. |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C32 - Time-Series Models ; G15 - International Financial Markets |
Source: | BASE |
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