Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Tommi A. Vuorenmaa

A Wavelet Analysis of Scaling Laws and Long-Memory in Stock Market Volatility

SSRN Electronic Journal

English

Related publications

Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market

Open Journal of Social Sciences

English

Long Memory in Stock Market Volatility and the Volatility-In-Mean Effect: The FIEGARCH-M Model

SSRN Electronic Journal

English

Long Memory in the Ukrainian Stock Market

SSRN Electronic Journal

English

Macroeconomic Volatility and Stock Market Volatility, Worldwide

English

Long-Term Equity Anticipation Securities and Stock Market Volatility Dynamics

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Stock Market Volatility and Learning

English

Market Risk and Volatility in the Brazilian Stock Market

Journal of Applied Economics

English

Volatility, Information and Stock Market Crashes

Journal of Advanced Studies in Finance

English

How Long Is the Memory of the US Stock Market?

Physica A: Statistical Mechanics and its Applications

Condensed Matter Physics

English