Multiscale SUR estimation of systematic risk (Q6937995)
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scientific article; zbMATH DE number 8085235
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiscale SUR estimation of systematic risk |
scientific article; zbMATH DE number 8085235 |
Statements
Multiscale SUR estimation of systematic risk (English)
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26 August 2025
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seemingly unrelated regressions
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wavelets
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error covariance
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systematic risk
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