A wavelet-based assessment of market risk : the emerging markets case
Year of publication: |
2012
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Authors: | Rua, António ; Nunes, Luis C. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 52.2012, 1, p. 84-92
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Subject: | Aktienmarkt | Stock market | Risiko | Risk | Messung | Measurement | Zustandsraummodell | State space model | Schwellenländer | Emerging economies | 1988-2008 |
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