A Wavelet-Based Evaluation of Time-Varying Long Memory of Equity Markets: A Paradigm in Crisis

PEI, TAN PEI (2014) A Wavelet-Based Evaluation of Time-Varying Long Memory of Equity Markets: A Paradigm in Crisis. Physica a-Statistical Mechanics and Its Applications.

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Abstract

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Item Type: Article
Uncontrolled Keywords: A Wavelet-Based Evaluation of Time-Varying Long Memory of Equity Markets: A Paradigm in Crisis
Subjects: H Social Sciences > HB Economic Theory
Depositing User: MR. ADNAN YAHYA
Date Deposited: 21 May 2014
Last Modified: 03 Jun 2014
URI: http://repository.um.edu.my/id/eprint/38949

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