Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns (Q3498565)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns |
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Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns (English)
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15 May 2008
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wavelet multi-scaling
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higher-order systematic co-moments
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asset pricing
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conditional pricing models
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