Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)201 - 215
Number of pages15
JournalQuantitative Finance
Volume8
Issue number2
Publication statusPublished - 2008

Cite this

@article{a088b8745bb946069362fe23292b2a89,
title = "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns",
author = "Galagedera, {Don Upatissa Asoka} and Maharaj, {Elizabeth Ann}",
year = "2008",
language = "English",
volume = "8",
pages = "201 -- 215",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "2",

}

Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns. / Galagedera, Don Upatissa Asoka; Maharaj, Elizabeth Ann.

In: Quantitative Finance, Vol. 8, No. 2, 2008, p. 201 - 215.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns

AU - Galagedera, Don Upatissa Asoka

AU - Maharaj, Elizabeth Ann

PY - 2008

Y1 - 2008

M3 - Article

VL - 8

SP - 201

EP - 215

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

IS - 2

ER -