Long memory and fractality among global equity markets: a multivariate wavelet approach

HIGHLIGHTS

  • who: avisek b. from the Institute of Management Technology-Hyderabad have published the research work: Long memory and fractality among global equity markets: A multivariate wavelet approach, in the Journal: (JOURNAL)
  • what: The authors implement the wavelet based multivariate long memory approach which possibly is the first application of wavelet based multivariate long memory technique in finance and economics. The estimation and the analysis of long memory parameters have mainly focused on the analysis of long-range dependence in stock return volatility using traditional time and spectral domain estimators of long memory. In this section . . .

     

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