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

DOI10.2202/1558-3708.1328zbMath1081.91546OpenAlexW3022240062MaRDI QIDQ3368401

Viviana P. Fernandez

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/176173

zbMATH Keywords

waveletsvalue at riskICAPM

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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