Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio

Autor: Marcos Albuquerque Junior, José António Filipe, Paulo de Melo Jorge Neto, Cristiano da Costa da Silva

Publikováno v: Mathematics, Vol 9, Iss 5, p 504 (2021)

Diversification in a portfolio is an important tool for the systematic risk management that is inherent to different asset classes. The composition of a portfolio with domestic and international assets is seen as one of the main alternatives for buil

Externí odkaz: https://doaj.org/article/7821754c5166402f99f6a739dfdaf0db

Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio

Autor: Paulo de Melo Jorge Neto, José António Filipe, Cristiano da Costa da Silva, Marcos Albuquerque Junior

Publikováno v: Mathematics
Volume 9
Issue 5
Mathematics, Vol 9, Iss 504, p 504 (2021)
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
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Diversification in a portfolio is an important tool for the systematic risk management that is inherent to different asset classes. The composition of a portfolio with domestic and international assets is seen as one of the main alternatives for buil

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::071d1c6e0b93b52d6018716243e39a54