Systematic risk in the biopharmaceutical sector: a multiscale approach

DOI10.1007/s10479-021-04402-8OpenAlexW3208963417MaRDI QIDQ6148787

Stelios D. Bekiros, Raanadeva Jayasekera, Gazi Salah Uddin, Muhammad Yahya, Gerhard Kling

Publication date: 8 February 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04402-8

zbMATH Keywords

waveletsrisk managementOR in medicinetime-varying copulasbiotech

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Actuarial science and mathematical finance (91Gxx) Inference from stochastic processes (62Mxx)

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