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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Filtering of Jumps using Wavelet Decomposition: Application to Portfolio Selection
Organization Unit
Authors
  • Tomas Kvasnicka
Supervisors
  • Marc Paolella
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Number of Pages 53
Date 2017
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