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q-fin.ST2020
Long memory in select stock returns using an alternative wavelet log-scale alignment approach
Avishek Bhandari, Bandi Kamaiah
This study investigates the efficiency of some select stock markets. Using an improved wavelet estimator of long range dependence, we show evidence of long memory in the stock retu…
econ.EM2020
A wavelet analysis of inter-dependence, contagion and long memory among global equity markets
Avishek Bhandari
This study attempts to investigate into the structure and features of global equity markets from a time-frequency perspective. An analysis grounded on this framework allows one to…