A Wavelet Based Multi Scale VaR Model for Agricultural Market (Q3627731): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-540-87477-5_46 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1574404471 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Wavelet methods in (financial) time-series processing / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Wavelet-based prediction of oil prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4488348 / rank | |||
Normal rank | |||
Latest revision as of 13:19, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wavelet Based Multi Scale VaR Model for Agricultural Market |
scientific article |
Statements
A Wavelet Based Multi Scale VaR Model for Agricultural Market (English)
0 references
13 May 2009
0 references
financial
0 references
risk management
0 references
time series analysis
0 references
wavelets and fractals
0 references
value at risk
0 references
