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A comparison of developed and emerging equity market return volatility at different time scales

Maharaj, Elizabeth A.; Galagedera, Don U.A.; Dark, Jonathan - In: Managerial Finance 37 (2011) 10, pp. 940-952

Purpose – The purpose of this paper is to examine the volatility of daily returns in a sample of developed and emerging equity markets at different time scales through wavelet decomposition. Such information is vital for international investors who have different time horizons for their...

Persistent link: https://www.econbiz.de/10014940198

A comparison of developed and emerging equity market return volatility at different time scales

Maharaj, Elizabeth A.; Galagedera, Don U.A.; Dark, Jonathan - In: Managerial Finance 37 (2011) October, pp. 940-952

Persistent link: https://www.econbiz.de/10010675806

Mickey Mouse and the IDioT principle for assessing research contribution : discussion of "Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?"

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An examination of the effects of major political change on stock market volatility : the South African experience

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Modeling the risk and return relation conditional on markt volatility and market conditions

Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95

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