Wavelet Test of Multifractality of Asia-Pacific Index Price Series
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- Benbachir, Saâd & El Alaoui, Marwane, 2011. "A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange," MPRA Paper 49003, University Library of Munich, Germany.
- Hasan, Rashid & Mohammad, Salim M., 2015. "Multifractal analysis of Asian markets during 2007–2008 financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 746-761.
- Jammazi, Rania, 2012.
"Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach,"
Elsevier, vol. 37(1), pages 430-454.
- Rania Jammazi, 2014. "Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach," Working Papers 2014-197, Department of Research, Ipag Business School.
- El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
- repec:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9584-1 is not listed on IDEAS
- repec:eee:phsmap:v:486:y:2017:i:c:p:473-485 is not listed on IDEAS
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Keywordswavelet transform; market microstructure; multifractals; volatility;
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