Long-memory of SHANGHAI stock market: A wavelet-based approach

2005 International Conference on Machine Learning and Cybernetics, ICMLC 2005

Volumn , Issue , 2005, Pages 3496-3500

  Zhang, Wei ^a,b   Zhang, Xiao Tao ^a   Xiong, Xiong ^a   Li, Cui Yu ^a  

^a TIANJIN UNIVERSITY   (China)

^b TIANJIN UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

High frequency; Long memory; Maximal Overlap Discreet Wavelet Transform; SHANGHAI stock market

Indexed keywords

DATA ACQUISITION; MARKETING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

HIGH FREQUENCY; LONG MEMORY; SHANGHAI STOCK MARKET;

INVENTORY CONTROL;

EID: 28444491119     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)

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