Multiscale Systematic Risk: an Application on the ISE-30
Year of publication: |
2010
|
---|---|
Authors: | Cifter, Atilla ; Ozun, Alper |
Published in: |
Istanbul Stock Exchange Review. - Research Department. - Vol. 10.2010, 38, p. 1-24
|
Publisher: |
Research Department |
Subject: | Multiscale systematic risk | CAPM | wavelets | multiscale variance |
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