On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach

Chaker Aloui and Duc Khuong Nguyen

Year of publication:	2014
Authors:	Aloui, Chaker ; Nguyen, Duc Khuong
Published in:	Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 22/24, p. 2611-2622
Subject:	persistence \| Mediterranean market \| wavelet analysis \| Hurst exponent \| return behaviour \| Mittelmeerraum \| Mediterranean region \| Aktienmarkt \| Stock market \| Kapitaleinkommen \| Capital income \| Zustandsraummodell \| State space model \| Zeitreihenanalyse \| Time series analysis \| Volatilität \| Volatility \| Schätzung \| Estimation \| Börsenkurs \| Share price

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