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Information about:
Tommi A. Vuorenmaa

Personal Details | Affiliation | Works
This is information that was supplied by Tommi Vuorenmaa in registering through RePEc. If you are Tommi A. Vuorenmaa , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Tommi
Middle Name: A.
Last Name: Vuorenmaa
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RePEc Short-ID: pvu16

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Homepage: http://www.valt.helsinki.fi/blogs/vuorenmaa/
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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Vuorenmaa, Tommi A., 2008. "Decimalization, Realized Volatility, and Market Microstructure Noise," MPRA Paper 8692, University Library of Munich, Germany. [Downloadable!]

  2. Vuorenmaa , Tommi, 2005. "A wavelet analysis of scaling laws and long-memory in stock market volatility," Research Discussion Papers 27/2005, Bank of Finland. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2006-10-21 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2006-10-21 Author is listed
  3. NEP-FMK: Financial Markets (1) 2006-10-21 Author is listed
  4. NEP-MST: Market Microstructure (2) 2006-10-21 2008-05-17 Author is listed
  5. NEP-RMG: Risk Management (1) 2006-10-21 Author is listed
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This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.