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~institution:"Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)"
~subject:"Aktienmarkt"
~subject:"Stock market"
~subject:"Wavelet analysis"
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Aktienmarkt
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Wavelet analysis
financial crisis
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multi-resolution analysis
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volatility
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wavelets
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Subbotin, Alexander
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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A multi-horizon scale for volatility.
Subbotin, Alexander
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Centre d'Économie de la Sorbonne, Université Paris 1 …
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2008
from 1995 to 2006. The results are used for comparison and structural
multi-resolution
analysis of extreme events on the …
Persistent link: https://www.econbiz.de/10005510612
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