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The CAPM and value at risk at different time-scales
Viviana Fernandez
Business School
Research output
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Article
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peer-review
75
Scopus citations
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INIS
values
100%
stocks
100%
risks
100%
capital
100%
assets
100%
data
33%
calculation methods
33%
market
33%
scaling
33%
Keyphrases
Capital Asset Pricing Model
100%
Conditional Value at Risk
100%
Chilean
33%
Wavelet Analysis
33%
Stock Market
33%
Time Impact
33%
Time Scaling
33%
Stock Exchange
33%
Economics, Econometrics and Finance
CAPM
100%
Stock Exchange
33%