Wavelet Analysis: Basic Concepts and Applications provides a basic and self-contained
introduction to the ideas underpinning wavelet theory and its diverse applications. This book …

In the last decade, many factors, such as socio-political and econo-environmental ones,
have led to a perturbation in the timeline of the worldwide development, and especially in …

Systematic risk is one of the well-known indices involved in the market situation study. One
of the disadvantages of scientific studies of market indices is the lack of involving extreme …

Systematic risk estimation is widely applied by investors and managers in order to predict
risks in the market. One of the most applied measures of risk is the so-called Capital Asset …

Marketing is the way we ensure our sales are the best in the market, our prices the most
accessible, and our clients satisfied, thus ensuring our brand has the widest distribution …

In the present paper, a wavelet method is proposed to study the impact of electronic media
on economic situation. More precisely, wavelet techniques are applied versus classical …

This research employs the Random Forests methodology to identify the relationship
between the betas and 13 variables of financial and non-financial nature for the stocks listed …

In this paper, wavelet based concepts have been employed to study two 'strongly
correlated'financial time series of BSE and NSE indexes using index data from April 1990 to …

Purpose–The aim of this paper is to investigate the risk‐return relationship of REITs listed on
the Istanbul Stock Exchange (ISE) in order to assess the risk and to find some empirical …

Analysis of multi-scale systemic risk in Brazil's financial market This work analyzes whether
the relationship between risk and returns predicted by the Capital Asset Pricing Model …