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

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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 = "1469-7696",

publisher = "Routledge",

number = "2",

}