Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (Q4921595): Difference between revisions

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+The Distribution of Realized Exchange Rate Volatility
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+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
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+Risky asset pricing based on safety first fund management
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+Optimal portfolio of safety-first models
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+Microstructure noise in the continuous case: the pre-averaging approach
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+A note on the central limit theorem for bipower variation of general functions
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+Safety First and the Holding of Assets
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+A Tale of Two Time Scales
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