Wavelet Estimation of Systematic Risk at Different Time Scales Application to French Stock Market

N. Rhaiem; S. Ben Ammou; A. Ben Mabrouk

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Wavelet Estimation of Systematic Risk at Different Time Scales Application to French Stock Market

机译：小波估计的不同时间尺度上的系统风险在法国股票市场中的应用

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In this study, new approach is proposed based on wavelets analysis for investigating the relationship between the return of the stock and its systematic risk in the Capital Asset Pricing Model (CAPM) at different time scales for French?s stock market. The

机译：在这项研究中，提出了一种基于小波分析的新方法，以研究法国股票市场在不同时间尺度上的资本资产定价模型（CAPM）中股票收益与系统风险之间的关系。的

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《The International Journal of Applied Economics and Finance》 |2007年第2期|共7页
作者
N. Rhaiem; S. Ben Ammou; A. Ben Mabrouk;
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中图分类经济;
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7. Wavelet Estimation of Systematic Risk at Different Time Scales Application to French Stock Market [O] . N. Rhaeim ., S. Ben Ammou ., A. Ben Mabrouk . 2007

机译：不同时间尺度应用对法国股市的系统风险小波估计

Wavelet Estimation of Systematic Risk at Different Time Scales Application to French Stock Market

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