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 | Aktienmarkt | Stock market | Mittelmeerraum | Mediterranean region | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010417178