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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information than time series models. VaR 8/2/2019 12:00:00 AM ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information than time series models. VaR 8/2/2019 12:00:00 AM ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM