What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?

0329657 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Vácha, Lukáš - Baruník, Jozef
What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?
[Waveletová analýza trhů střední evropy během krize.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 7-12. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR GD402/09/H045; GA ČR GP402/08/P207
Grant - others:GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : wavelet analysis * multiresolution analysis * Central European stock markets * financial crisis
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/vacha-what does the wavelet analysis tell us about the central european stock markets behavior during the crisis.doc

Permanent Link: http://hdl.handle.net/11104/0175632