A wavelet analysis of scaling laws and long-memory in stock market volatility

Notes on use

Note (General)：: Includes bibliographical referencesAbstract also in FinnishAlso available via the Internet at Bank of Finland web site

Related materials as well as pre- and post-revision versions

Search by Bookstore

This page shows libraries in Japan other than the National Diet Library that hold the material.

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

CiNii Research
Search Service
Paper
You can check the holdings of institutions and databases with which CiNii Research is linked at the site of CiNii Research.
Check the holdings of this book

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Material Type: 図書
ISBN: 952462253X
Title: A wavelet analysis of scaling laws and long-memory in stock market volatility
Author/Editor: Tommi A Vuorenmaa
Author Heading: Vuorenmaa, Tommi A.
Suomen Pankki
Publication, Distribution, etc.: Bank of Finland
Publication Date: 2005
Publication Date (W3CDTF): 2005
Size: 30 cm
Place of Publication (Country Code): fi
Text Language Code: en
Subject Heading: Stocks -- Prices -- Econometric models
Wavelets (Mathematics)
Target Audience: 一般
Note (General): Includes bibliographical references
Abstract also in Finnish
Also available via the Internet at Bank of Finland web site
Related Material: Bank of Finland discussion papers
https://cir.nii.ac.jp/crid/1130000794118478336
Related Material (URI): https://ci.nii.ac.jp/ncid/BA76663632#entity
Periodical Title: Bank of Finland discussion papers
https://cir.nii.ac.jp/crid/1130000794118478336
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA76663632 : BA76663632