Long memory in stock returns : an analysis using a wavelet based semi-parametric estimator
Avishek Bhandari
| Year of publication: |
February 2018
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|---|---|
| Authors: | Bhandari, Avishek |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 2, p. 167-176
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| Subject: | Wavelets | Hurst estimator | Evolutionary effeciency | Time-varying dependence | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Volatilität | Volatility |
| 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/10011912845