Work

Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach

Year: 2015

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2015.05.036

Authors: Chaker Aloui, Rania Jammazi

Institutions: King Saud University, University of Sousse

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Deanship of Scientific Research, King Faisal University

Award: G1313840583

OpenAlex ID: W780900744

FWCI: 9.084

Cites: 48

Cited by: 37

Related to: 10