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100   $a20030103d2003      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aFinancial market risk $emeasurement and analysis /$fCornelis A. Los
205   $a1st ed.
210   $aLondon ;$aNew York $cRoutledge$d2003
215   $a1 online resource (493 p.)
225 1 $aRoutledge international studies in money and banking ;$v24
300   $aDescription based upon print version of record.
311   $a0-415-77113-7 
311   $a0-415-27866-X 
320   $aIncludes bibliographical references and index.
327   $aBook Cover; Title; Copyright; Contents; Preface; Introduction; 1 Risk  asset class horizon and time; 2 Competing financial market hypotheses; 3 Stable scaling distributions in finance; 4 Persistence of financial risk; 5 Frequency analysis of financial risk; 6 Fourier time frequency analysis of risk; 7 Wavelet time scale analysis of risk; 8 Multiresolution analysis of local risk; 9 Chaos  nonunique equilibria processes; 10 Measuring term structure dynamics; 11 Simulation of financial turbulence; 12 Managing VaR and extreme values; Appendix A original scaling in financial economics
327   $aAppendix B S P500 daily closing prices for 1988Index
330   $aThis new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in persistent financial markets, such as stock, bond and real estate market, and turbulence in antipersistent financial markets, such as anchor currency markets. It uses Windowed Fourier and Wavelet Multiresolution Analysis to measure the degrees of persistence of these complex mark
410  0$aRoutledge international studies in money and banking ;$v24.
606   $aHedging (Finance)
606   $aRisk management
615  0$aHedging (Finance)
615  0$aRisk management.
676   $a332/.01/5195
700   $aLos$b Cornelis Albertus$f1951-$0614170
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910820379403321
996   $aFinancial market risk$91131208
997   $aUNINA