The Systematic Risk at the Crisis—A Multifractal Non-Uniform Wavelet Systematic Risk Estimation

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 countries and regions having political changes. This led us to introduce a new idea of risk estimation taking into accoun...

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Bibliographic Details
Main Authors: Mounir Sarraj, Anouar Ben Mabrouk
Format: Article
Language:English
Published: MDPI AG 2021-09-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/5/4/135