A wavelet-based assessment of market risk: The emerging markets case
Year of publication: |
2012
|
---|---|
Authors: | Rua, António ; Nunes, Luis C. |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 52.2012, 1, p. 84-92
|
Publisher: |
Elsevier |
Subject: | Market risk | Variance | CAPM | Beta coefficient | Continuous wavelet transform | Emerging markets |
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