Statistical modelling of asymmetric risk in asset returns (Q4994405)
From MaRDI portal
scientific article; zbMATH DE number 7360811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical modelling of asymmetric risk in asset returns |
scientific article; zbMATH DE number 7360811 |
Statements
Statistical modelling of asymmetric risk in asset returns (English)
0 references
18 June 2021
0 references
asymmetric returns
0 references
FT 100
0 references
semi-variance
0 references
scale gamma distribution
0 references
0 references
