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Multiscale systematic risk

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Author Info
Gencay, Ramazan
Selcuk, Faruk
Whitcher, Brandon

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V9S-4DV1HXT-1/2/f32fa5be29c2dee1cbf65311184d734e
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Publisher Info
Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 24 (2005)
Issue (Month): 1 (February)
Pages: 55-70
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Handle: RePEc:eee:jimfin:v:24:y:2005:i:1:p:55-70

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Web page: http://www.elsevier.com/locate/inca/30443

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Viviana Fernández, 2007. "The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war," Documentos de Trabajo 243, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
  2. Patrick Crowley, 2005. "An intuitive guide to wavelets for economists," Econometrics 0503017, EconWPA. [Downloadable!]
    Other versions:
  3. Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany. [Downloadable!]
  4. Luís Francisco Aguiar-Conraria & Maria Joana Soares, 2007. "Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy," NIPE Working Papers 16/2007, NIPE - Universidade do Minho. [Downloadable!]
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This page was last updated on 2009-12-13.


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