A Wavelet Based Multi Scale VaR Model for Agricultural Market

Communications in Computer and Information Science

Volumn 14, Issue , 2008, Pages 429-438

  He, Kaijian ^a,b   Keung Lai, Kin ^a   Guu, Sy Ming ^c   Zhang, Jinlong ^d  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b HUNAN UNIVERSITY   (China)

^c YUAN ZE UNIVERSITY   (Taiwan)

^d HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

financial; risk management; time series analysis; Value at Risk; wavelets and fractals

Indexed keywords

ADDITIONAL FLEXIBILITIES; AGRICULTURAL INDUSTRIES; AGRICULTURAL MARKETS; FINANCIAL; MARKET CHARACTERISTICS; MARKET ENVIRONMENT; TRACKING CAPABILITY; VALUE AT RISK;

AGRICULTURE; COMMERCE; INFORMATION SYSTEMS; MANAGEMENT SCIENCE; OPTIMIZATION; RISK MANAGEMENT; RISK PERCEPTION; TIME SERIES ANALYSIS; VALUE ENGINEERING; WAVELET ANALYSIS;

INVESTMENTS;

EID: 78650155912     PISSN: 18650929     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-540-87477-5_46     Document Type: Conference Paper

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