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The International CAPM and a Wavelet-Based Decomposition of Value at Risk - MaRDI portal

The International CAPM and a Wavelet-Based Decomposition of Value at Risk (Q3368401)

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English
The International CAPM and a Wavelet-Based Decomposition of Value at Risk
scientific article

    Statements

    title
    The International CAPM and a Wavelet-Based Decomposition of Value at Risk (English)
    0 references
    publication date
    27 January 2006
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    zbMATH Keywords
    wavelets
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    ICAPM
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    value at risk
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    Identifiers

    zbMATH DE Number
    5002437
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    OpenAlex ID
    W3022240062
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