Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (Q4921595)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure |
scientific article; zbMATH DE number 6162279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure |
scientific article; zbMATH DE number 6162279 |
Statements
Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (English)
0 references
13 May 2013
0 references
central limit theorem
0 references
downside risk
0 references
high-frequency data
0 references
semimartingale
0 references
0 references
