A wavelet analysis of scaling laws and long-memory in stock market volatility
By: Tommi A. Vuorenmaa
Contributors: Suomen Pankki
Series: Bank of Finland Research discussion papers -- 2005-27; Bank of Finland Research discussion papers -- 27/2005
Publisher: Bank of Finland
Published: 2005
Place of publication: Helsinki
Language: eng
Number of pages: 38
ISBN-13: 9789524622530
Subjects: Stocks; Prices; Econometric models; Wavelets (Mathematics)
Notes: Abstract in Finnish.

Includes bibliographical references (p. 34-37).

Also available via the Internet at Bank of Finland web site.