An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series

✍ Scribed by Robert DiSario; Hakan Saraoglu; Joseph McCarthy; H. C. Li

• Book ID: 107620804
• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 187 KB
• Volume: 32
• Category: Article
• ISSN: 1055-0925
• DOI: 10.1007/s12197-007-9010-6