The International CAPM and a Wavelet-Based Decomposition of Value at Risk (Q3368401)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The International CAPM and a Wavelet-Based Decomposition of Value at Risk |
scientific article |
Statements
The International CAPM and a Wavelet-Based Decomposition of Value at Risk (English)
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27 January 2006
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wavelets
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ICAPM
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value at risk
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