Cifter, Atilla; Ozun, Alper - In: Istanbul Stock Exchange Review 10 (2010) 38, pp. 1-24
In this study, variance changing to the scale and multi-scale Capital Asset Pricing Model (CAPM) is tested by Wavelets as a new analysis method in finance and economics. It introduces a new approach to the variance changing to the scale as a general risk indicator, and to multi-scale CAPM...