The International CAPM and a Wavelet-Based Decomposition of Value at Risk (Q3368401)
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scientific article; zbMATH DE number 5002437
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The International CAPM and a Wavelet-Based Decomposition of Value at Risk |
scientific article; zbMATH DE number 5002437 |
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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0.7594438195228577
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0.7486466765403748
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0.7303591966629028
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0.7303099632263184
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0.725861132144928
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