Downside risk measurement in regime switching stochastic volatility (Q2178387)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Downside risk measurement in regime switching stochastic volatility |
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Downside risk measurement in regime switching stochastic volatility (English)
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11 May 2020
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downside risk
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regime switching
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stochastic volatility
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jump risk
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risk management
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