Wavelet-based systematic risk estimation: application on GCC stock markets: theSaudi Arabia case
Anouar Ben Mabrouk
| Year of publication: |
2020
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|---|---|
| Authors: | Mabrouk, Anouar Ben |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 4.2020, 4, p. 542-595
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| Subject: | wavelets CAPM | systematic (market) risk | scaling | GCC stock markets | Tadawul | Aktienmarkt | Stock market | Arabische Golf-Staaten | Gulf countries | CAPM | Schätzung | Estimation | Risiko | Risk | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income |
| Description of contents: | Description [doi.org] |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2020026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012271510