# Multiscale systematic risk

**Type:** Papers  
**Canonical URL:** https://scholariq.org/papers/multiscale-systematic-risk/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Ramazan Gençay,Faruk Selçuk∥,Brandon Whitcher |
| Citations | 314 |
| DOI | 10.1016/j.jimonfin.2004.10.003 |
| Fields | Economics, Econometrics and Finance |
| Open Access | true |
| OA Status | bronze |
| OA URL | https://www.sciencedirect.com/science/article/pii/S0261560604000907 |
| OpenAlex ID | https://openalex.org/W2043510043 |
| Type | article |
| Year | 2004 |

## Paper authors

- [Brandon Whitcher](https://scholariq.org/researchers/brandon-whitcher/)

## Paper primary topic

- [Financial Markets and Investment Strategies](https://scholariq.org/topics/financial-markets-and-investment-strategies/)

## Paper topics

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)
- [Financial Markets and Investment Strategies](https://scholariq.org/topics/financial-markets-and-investment-strategies/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.