Financial Market Risk Measurement and Analysis Routledge International Studies in Money and Banking Series
Auteur : Los Cornelis
Cornelis A. Los is Associate Professor of Finance at Kent State University, USA. In the past he has been a Senior Economist of the Federal Reserve Bank of New York and of Nomura Research Institute (America), Inc., and Chief Economist of ING Bank, New York. He has also been a Professor in Finance at Nanyang Technological University in Singapore and at Adelaide and Deakin Universities in Australia.
Date de parution : 08-2006
15.6x23.4 cm
Date de parution : 07-2003
Ouvrage de 256 p.
15.6x23.4 cm
Thèmes de Financial Market Risk :
Mots-clés :
Hurst Exponent; wavelet; Wavelet MRA; multiresolution; Foreign Exchange Rates; analysis; Exchange Rates; time; Investment Horizons; series; Wavelet Transform; fractional; Vice Versa; brownianmotion; Time Series; investment; Heisenberg Box; horizons; Stable Distributions; hurst; Singularity Spectrum; Asset Class; Hausdorff Dimension; Term Structure; Scaling Exponent; Wavelet Basis; Fractal Time Series; Gibbs Phenomenon; Windowed Fourier Transform; Market Pricing Process; Data Set; Arithmetic Brownian Motions; Multifractal Spectrum; Scaling Function; Term Structure Models