Original language | English |
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Pages (from-to) | 201 - 215 |
Number of pages | 15 |
Journal | Quantitative Finance |
Volume | 8 |
Issue number | 2 |
Publication status | Published - 2008 |
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns
Research output: Contribution to journal › Article › Research › peer-review
15
Citations
(Scopus)