Wavelet analysis of stock return energy decomposition and return comovement - a case of some central European and developed European stock markets
In this article we investigate comovement of the three Central and Eastern European (CEE) stock markets (Slovenia, the Czech Republic and Hungary) with certain developed European stock markets (Austria, France, Germany and the United Kingdom) through the novel approach of maximal overlap discrete wa...
|Place of publication:||
Technical University of Liberec 01.01.2014
|published in:||E+M Ekonomie a Management Vol. 17; no. 1; p. 104|
|Data of publication:||20140101|
|Online Access:||available in Bonn?|
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