The International CAPM and a Wavelet-Based Decomposition of Value at Risk
Year of publication: |
[2010]
|
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Authors: | Fernandez, Viviana |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | International | Welt | World | CAPM | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource (27 p) |
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Series: | NBER Working Paper ; No. w12233 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2006 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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