Analysing the performance of managed funds using the wavelet multiscaling method

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

    Research output: Contribution to journalArticleResearchpeer-review

    16 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)55 - 70
    Number of pages16
    JournalReview of Quantitative Finance and Accounting
    Volume31
    Issue number1
    Publication statusPublished - 2008

    Cite this