منابع مشابه
Volatility Dynamics of Wavelet-filtered Stock Prices
Volatility dynamics of wavelet filtered stock price time series is studied. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of volatility dynamics of denoised series are noticeably different from those of the raw data and the noise. Supported by the RFBR grant 06-06-80...
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As international financial markets have become increasingly interdependent, new evidence on international spillover effects has widely been discussed around the globe. However, the MENA region has received little attention concerning international transmission of stock market movements. In this paper, we discuss international spillover effects between the major developed markets (U.S., Japan an...
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ژورنال
عنوان ژورنال: Journal of the Visualization Society of Japan
سال: 2004
ISSN: 1884-037X,0916-4731
DOI: 10.3154/jvs.24.supplement1_215