Institute of Information Theory and Automation

Publication details

Wavelet Analysis of Central European Stock Market Behaviour During the Crisis

Journal Article

Baruník Jozef, Vácha Lukáš


serial: IES Working Papers vol.2009, 23 (2009), p. 1-14

research: CEZ:AV0Z10750506

project(s): 46108, GAUK, GP402/08/P207, GA ČR, GD402/09/H045, GA ČR

keywords: wavelet analysis, multiresolution analysis, Central European stock markets, financial crisis

abstract (eng):

In the paper we test for the different reactions of stock markets to the current financial crisis using wavelet analysis

abstract (cze):

Studie různých reakcí středoevropských výnosů na finanční krizi pomocí waveletové analýzy

RIV: AH

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Last modification: 21.12.2012
Institute of Information Theory and Automation