Wavelet-based beta estimation and Japanese industrial stock prices

Applied Economics Letters

Volumn 12, Issue 2, 2005, Pages 85-88

  Yamada, Hiroshi ^a  

^a HIROSHIMA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

PRICE DYNAMICS; STOCK MARKET;

ASIA; EASTERN HEMISPHERE; EURASIA; FAR EAST; JAPAN; WORLD;

EID: 14844346259     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000307152     Document Type: Article

References (2)

1. Gençay, R., Selçuk, F. and Whitcher, B. (2002) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press, San Diego.
2. Percival, D. and Walden, A. (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press, Cambridge.