A wavelet based approach to measure and manage contagion at different time scales (Q1618627)
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scientific article; zbMATH DE number 6977301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet based approach to measure and manage contagion at different time scales |
scientific article; zbMATH DE number 6977301 |
Statements
A wavelet based approach to measure and manage contagion at different time scales (English)
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13 November 2018
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wavelet decomposition
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copulas
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contagion
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portfolio management
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0.8386312
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0.83586276
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0.8334923
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0.8286695
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0.82808244
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0.8273181
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0.8268759
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0.8253962
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