The CAPM and value at risk at different time-scales

International Review of Financial Analysis

Volumn 15, Issue 3, 2006, Pages 203-219

  Fernandez, Viviana ^a  

^a UNIVERSITY OF CHILE   (Chile)

Author keywords

CAPM; Value at risk; Wavelet analysis

Indexed keywords

EID: 33745510637     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2005.02.004     Document Type: Article

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