A Wavelet Based Multi Scale VaR Model for Agricultural Market (Q3627731): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/978-3-540-87477-5_46 / rank | |||
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| Property / cites work: Wavelet methods in (financial) time-series processing / rank | |||
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| Property / cites work: Wavelet-based prediction of oil prices / rank | |||
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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 |
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A Wavelet Based Multi Scale VaR Model for Agricultural Market (English)
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13 May 2009
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financial
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risk management
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time series analysis
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wavelets and fractals
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value at risk
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