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Tommi A. Vuorenmaa

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Tommi
Middle Name: A.
Last Name: Vuorenmaa
Suffix:

RePEc Short-ID: pvu16

Email:
Homepage: http://www.valt.helsinki.fi/blogs/vuorenmaa/
Postal Address:
Phone:

Affiliation

Politiikan ja Talouden Tutkimuksen Laitos
Valtiotieteellinen tiedekunta
Helsingin Yliopisto
Location: Helsinki, Finland
Homepage: http://www.helsinki.fi/politiikkajatalous/
Email:
Phone: +358 9 191 8897
Fax: +358 9 191 8877
Postal: P.O. Box 54 (Unioninkatu 37), FIN-00014 University of Helsinki
Handle: RePEc:edi:valhefi (more details at EDIRC)

Works

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Working papers

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

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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