WAVELET ANALYSIS OF THE CRISIS EFFECTS IN STOCK INDEX RETURNS
The article considers local peculiarities of the world stock indices in 2007–first half 2012 and offers a comparative analysis of the indices. The research is based on the time series decomposition of the most liquid European, Asian, USA, and Brazil stock indices. The aim of the research was to loca...
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| Pubblicato in: | Ekonomika |
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| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Vilniaus Universitetas
2013
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=692273688005 |
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