Pages that link to "Item:Q4921595"
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The following pages link to Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (Q4921595):
Displaying 5 items.
- Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
- A measure of downside risk in multivariate setup with application in measuring financial stress (Q2358428) (← links)
- Measuring downside risk -- realized semivariance (Q3099630) (← links)
- Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (Q3178528) (← links)
- Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)