The International CAPM and a Wavelet-Based Decomposition of Value at Risk
Year of publication: |
2005
|
---|---|
Authors: | Fernandez, Viviana |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 9.2005, 4, p. 1328-1328
|
Publisher: |
Berkeley Electronic Press |
Subject: | wavelets | ICAPM | value at risk |
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