Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns (Q3498565)
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scientific article; zbMATH DE number 5275913
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| English | Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns |
scientific article; zbMATH DE number 5275913 |
Statements
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns (English)
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15 May 2008
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wavelet multi-scaling
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higher-order systematic co-moments
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asset pricing
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conditional pricing models
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0.7660889625549316
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0.6928064823150635
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0.6908033490180969
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0.688827633857727
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0.685407817363739
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