Systematic risk in the biopharmaceutical sector : a multiscale approach
| dc.contributor.author | Uddin, Gazi Salah | |
| dc.contributor.author | Yahya, Muhammad | |
| dc.contributor.author | Bekiros, Stelios | |
| dc.contributor.author | Jayasekera, Ranadeva | |
| dc.contributor.author | Kling, Gerhard | |
| dc.contributor.institution | University of Aberdeen.Finance | en |
| dc.date.accessioned | 2024-03-07T14:49:00Z | |
| dc.date.available | 2024-03-07T14:49:00Z | |
| dc.date.issued | 2023-11-01 | |
| dc.description | Acknowledgements: Authors are thankful to the Trinity Business School, University of Dublin for the academic facilities provided to Gazi S. Uddin during his stay at Trinity where important parts of this research work was completed.Gazi Salah Uddin is thankful for the Visiting Fellow Programme Grant provided by the University of Jyväskylä, Finland. Funding: Open Access funding provided by Inland Norway University Of Applied Sciences. | en |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 24 | |
| dc.format.extent | 719897 | |
| dc.identifier | 207924788 | |
| dc.identifier | c44b6b08-e17c-419d-badb-aabf611c59e2 | |
| dc.identifier | 000720806700002 | |
| dc.identifier | 85119527169 | |
| dc.identifier.citation | Uddin, G S, Yahya, M, Bekiros, S, Jayasekera, R & Kling, G 2023, 'Systematic risk in the biopharmaceutical sector : a multiscale approach', Annals Of Operations Research, vol. 330, pp. 243–266. https://doi.org/10.1007/s10479-021-04402-8 | en |
| dc.identifier.doi | 10.1007/s10479-021-04402-8 | |
| dc.identifier.issn | 0254-5330 | |
| dc.identifier.other | ORCID: /0000-0002-3029-7269/work/104792235 | |
| dc.identifier.uri | https://hdl.handle.net/2164/22932 | |
| dc.identifier.vol | 330 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Annals Of Operations Research | en |
| dc.subject | OR in medicine | en |
| dc.subject | biotech | en |
| dc.subject | time-varying copulas | en |
| dc.subject | wavelets | en |
| dc.subject | risk management | en |
| dc.subject | HG Finance | en |
| dc.subject.lcc | HG | en |
| dc.title | Systematic risk in the biopharmaceutical sector : a multiscale approach | en |
| dc.type | Journal article | en |
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