Analysing the performance of managed funds using the wavelet multiscaling method

Francis Haeuck In, Sangbae Kim, Vijaya Marisetty, Robert Faff

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	55 - 70
Number of pages	16
Journal	Review of Quantitative Finance and Accounting
Volume	31
Issue number	1
Publication status	Published - 2008

Cite this

@article{5abb1f7f0de945a8b4d51eedc73d11e3,

title = "Analysing the performance of managed funds using the wavelet multiscaling method",

author = "In, {Francis Haeuck} and Sangbae Kim and Vijaya Marisetty and Robert Faff",

year = "2008",

language = "English",

volume = "31",

pages = "55 -- 70",

journal = "Review of Quantitative Finance and Accounting",

issn = "0924-865X",

publisher = "Springer",

number = "1",

}