Wavelet test of multifractality of asia-pacific index price series

Asian Academy of Management Journal of Accounting and Finance

Volumn 2, Issue 1, 2006, Pages 63-83

  Yalamova, Rossitsa ^a  

^a UNIVERSITY OF LETHBRIDGE   (Canada)

Author keywords

Market microstructure; Multifractals; Volatility; Wavelet transform

Indexed keywords

EID: 84962124822     PISSN: 18234992     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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