Open AccessTime-Frequency Analysis of CAPM: Application to the CAC 40
Author(s) -
Roman Mestre,
Michel Terraza
Publication year - 2018
Publication title -
managing global transitions
Language(s) - English
Resource type - Journals
eISSN - 1854-6935
pISSN - 1581-6311
DOI - 10.26493/1854-6935.16.141-157
Subject(s) - econometrics , volatility (finance) , capital asset pricing model , portfolio , economics , wavelet , constant (computer programming) , time horizon , computer science , financial economics , finance , artificial intelligence , programming language