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The International Journal of Applied Economics and Finance

Year: 2007 | Volume: 1 | Issue: 2 | Page No.: 113-119
DOI: 10.3923/ijaef.2007.113.119

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Authors


N. Rhaiem


S. Ben Ammou


A. Ben Mabrouk


Keywords


  • scaling
  • JEL
  • systematic risk
  • wavelets analysis
  • Capital asset pricing model
Research Article

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

N. Rhaiem, S. Ben Ammou and A. Ben Mabrouk
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Hasan, M.Z., A.A. Kamil, A. Mustafa and M.A. Baten, 2012. Estimating stock market technical efficiency for truncated normal distribution: evidence from dhaka stock exchange. Trends Appl. Sci. Res., 7: 532-540.
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How to cite this article

N. Rhaiem, S. Ben Ammou and A. Ben Mabrouk, 2007. Wavelet Estimation of Systematic Risk at Different Time Scales Application to French Stock Market. The International Journal of Applied Economics and Finance, 1: 113-119.

DOI: 10.3923/ijaef.2007.113.119

URL: https://scialert.net/abstract/?doi=ijaef.2007.113.119

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