Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	17/05/2019	A wavelet-based assessment of market risk: The emerging markets case	equity risk Equity Risk Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.
ERM Resource	23/11/2018	A wavelet-based assessment of market risk: The emerging markets case	equity risk Market Risk Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.