AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS (Q4351154)

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scientific article; zbMATH DE number 1053021
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AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS
scientific article; zbMATH DE number 1053021

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    AN ANALYSIS OF U.S. STOCK PRICE BEHAVIOR USING WAVELETS (English)
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    27 August 1997
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    wavelets
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    stock market price index
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    self-similarity
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    quasi-periodicity
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    large amplitude shocks
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