Skip to main navigation Skip to search Skip to main content

The international CAPM and a wavelet-based decomposition of value at risk

Research output: Contribution to journal › Article › peer-review

70 Scopus citations

Fingerprint

Dive into the research topics of 'The international CAPM and a wavelet-based decomposition of value at risk'. Together they form a unique fingerprint.
Sort by

Keyphrases

INIS

Economics, Econometrics and Finance