{"id":"https://openalex.org/W1535215039","doi":"https://doi.org/10.1007/978-3-540-69387-1_56","title":"Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model","display_name":"Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W1535215039","doi":"https://doi.org/10.1007/978-3-540-69387-1_56","mag":"1535215039"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-69387-1_56","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-540-69387-1_56","pdf_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-540-69387-1_56.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-540-69387-1_56.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028351142","display_name":"Kaijian He","orcid":"https://orcid.org/0000-0001-8097-4435"},"institutions":[{"id":"https://openalex.org/I16609230","display_name":"Hunan University","ror":"https://ror.org/05htk5m33","country_code":"CN","type":"education","lineage":["https://openalex.org/I16609230"]},{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["CN","HK"],"is_corresponding":false,"raw_author_name":"Kaijian He","raw_affiliation_strings":["College of Business Administration, Hunan University, Changsha, Hunan, 410082, P.R. China","Department of Management Sciences, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong","College of Business Administration, Hunan University, Changsha, P.R. China 410082 and Department of Management Sciences, City University of Hong Kong, Kowloon, Hong Kong#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Business Administration, Hunan University, Changsha, Hunan, 410082, P.R. China","institution_ids":["https://openalex.org/I16609230"]},{"raw_affiliation_string":"Department of Management Sciences, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I168719708"]},{"raw_affiliation_string":"College of Business Administration, Hunan University, Changsha, P.R. China 410082 and Department of Management Sciences, City University of Hong Kong, Kowloon, Hong Kong#TAB#","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063247720","display_name":"Chi Xie","orcid":"https://orcid.org/0000-0003-3862-0224"},"institutions":[{"id":"https://openalex.org/I16609230","display_name":"Hunan University","ror":"https://ror.org/05htk5m33","country_code":"CN","type":"education","lineage":["https://openalex.org/I16609230"]},{"id":"https://openalex.org/I931278978","display_name":"College of Business Administration","ror":"https://ror.org/03x1zq178","country_code":"LV","type":"education","lineage":["https://openalex.org/I931278978"]}],"countries":["CN","LV"],"is_corresponding":false,"raw_author_name":"Chi Xie","raw_affiliation_strings":["College of Business Administration, Hunan University, Changsha, Hunan, 410082, P.R. China","College of Business Administration, Hunan University, Changsha, P.R. China 410082#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Business Administration, Hunan University, Changsha, Hunan, 410082, P.R. China","institution_ids":["https://openalex.org/I16609230"]},{"raw_affiliation_string":"College of Business Administration, Hunan University, Changsha, P.R. China 410082#TAB#","institution_ids":["https://openalex.org/I931278978"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100672405","display_name":"Kin Keung Lai","orcid":"https://orcid.org/0000-0003-1478-4996"},"institutions":[{"id":"https://openalex.org/I16609230","display_name":"Hunan University","ror":"https://ror.org/05htk5m33","country_code":"CN","type":"education","lineage":["https://openalex.org/I16609230"]},{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["CN","HK"],"is_corresponding":false,"raw_author_name":"Kin Keung Lai","raw_affiliation_strings":["College of Business Administration, Hunan University, Changsha, Hunan, 410082, P.R. China","Department of Management Sciences, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong","Department of Management Sciences, City University of Hong Kong, Kowloon, Hong Kong and College of Business Administration, Hunan University, Changsha, P.R. China 410082#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Business Administration, Hunan University, Changsha, Hunan, 410082, P.R. China","institution_ids":["https://openalex.org/I16609230"]},{"raw_affiliation_string":"Department of Management Sciences, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I168719708"]},{"raw_affiliation_string":"Department of Management Sciences, City University of Hong Kong, Kowloon, Hong Kong and College of Business Administration, Hunan University, Changsha, P.R. China 410082#TAB#","institution_ids":["https://openalex.org/I168719708"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.1762,"has_fulltext":true,"cited_by_count":9,"citation_normalized_percentile":{"value":0.78764393,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"494","last_page":"503"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T14456","display_name":"Blasting Impact and Analysis","score":0.9455000162124634,"subfield":{"id":"https://openalex.org/subfields/2215","display_name":"Building and Construction"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9146000146865845,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"Heteroscedasticity","score":0.8115389347076416},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6361434459686279},{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.624751091003418},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6135841608047485},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.5643308162689209},{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.5366195440292358},{"id":"https://openalex.org/keywords/real-estate","display_name":"Real estate","score":0.5304070711135864},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.5026571750640869},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.48678848147392273},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.47579702734947205},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3483738303184509},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.27786892652511597},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2356249988079071},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.22674787044525146},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2187466323375702},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2159298062324524},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2058684229850769},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.18709364533424377},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15045350790023804}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.8115389347076416},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6361434459686279},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.624751091003418},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6135841608047485},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.5643308162689209},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.5366195440292358},{"id":"https://openalex.org/C82279013","wikidata":"https://www.wikidata.org/wiki/Q684740","display_name":"Real estate","level":2,"score":0.5304070711135864},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.5026571750640869},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.48678848147392273},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.47579702734947205},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3483738303184509},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.27786892652511597},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2356249988079071},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.22674787044525146},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2187466323375702},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2159298062324524},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2058684229850769},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.18709364533424377},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15045350790023804},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-69387-1_56","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-540-69387-1_56","pdf_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-540-69387-1_56.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":{"id":"doi:10.1007/978-3-540-69387-1_56","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-540-69387-1_56","pdf_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-540-69387-1_56.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320309893","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23"},{"id":"https://openalex.org/F4320335869","display_name":"National Social Science Fund of China","ror":null}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1535215039.pdf","grobid_xml":"https://content.openalex.org/works/W1535215039.grobid-xml"},"referenced_works_count":9,"referenced_works":["https://openalex.org/W414456719","https://openalex.org/W1515913836","https://openalex.org/W1582484699","https://openalex.org/W1966886194","https://openalex.org/W2033484654","https://openalex.org/W2059247043","https://openalex.org/W2079724595","https://openalex.org/W4255521522","https://openalex.org/W4298352105"],"related_works":["https://openalex.org/W4242816516","https://openalex.org/W4234317657","https://openalex.org/W2783283813","https://openalex.org/W1608601224","https://openalex.org/W2066188834","https://openalex.org/W1984038448","https://openalex.org/W2950890709","https://openalex.org/W2017138702","https://openalex.org/W1978494725","https://openalex.org/W2776656900"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}