Systematic Risk and Time Scales : New Evidence from an Application of Wavelet Approach to the Emerging Gulf Stock Markets
Year of publication: |
2012
|
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Authors: | Masih, Abul M. M. |
Other Persons: | Alzahrani, Mohammed (contributor) ; Al-Titi, Omar (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Aktienmarkt | Stock market | Arabische Golf-Staaten | Gulf countries | Zustandsraummodell | State space model | Schwellenländer | Emerging economies | Systemrisiko | Systemic risk | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (9 p) |
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Series: | International Review of Financial Analysis ; Vol. 19, No. 1, 2010 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 29, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.2089814 [DOI] |
Classification: | C22 - Time-Series Models ; C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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