A comparison of developed and emerging equity market return volatility at different time scales

Managerial Finance

Volumn 37, Issue 10, 2011, Pages 940-952

  Maharaj, Elizabeth A ^a   Galagedera, Don U A ^a   Dark, Jonathan ^b  

^a MONASH UNIVERSITY   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Developed markets; Emerging markets; Time scales; Volatility; Wavelet decomposition

Indexed keywords

EID: 85015711881     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074351111161592     Document Type: Article

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