Work

Estimating market risk under a wavelet-based approach: Mexican case

Year: 2009

Type: conference-paper

Source: IEEE International Conference on Computer Science and Information Technology

DOI: 10.1109/iccsit.2009.5234557

Authors: Jesus C. Tellez, Teresa Vargas, Jose Hernandez

Institutions: Tecnológico de Monterrey, Universidad Autónoma del Estado de Hidalgo

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2092850355

FWCI: 2.288

Cites: 19

Cited by: 1

Related to: 10