Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
Year of publication: |
2012-09-24
|
---|---|
Authors: | Khalfaoui, R ; Boutahar, M |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Dynamic conditional correlations | Value-at-Risk | wavelet decomposition | Stock prices |
-
Khalfaoui, R., (2012)
-
Khalfaoui, Rabeh, (2012)
-
Pesaran, Mohammad Hashem, (2004)
- More ...
-
Reference Points in Renegotiations: The Role of Contracts and Competition
Bartling, Björn, (2012)
-
Globalization and Multiproduct Firms
Nocke, Volker, (2013)
-
Repeated moral hazard and contracts with memory: A laboratory experiment
Nieken, Petra, (2012)
- More ...