Drawdown risk measures for asset portfolios with high frequency data (Q6110761): Difference between revisions
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scientific article; zbMATH DE number 7707844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drawdown risk measures for asset portfolios with high frequency data |
scientific article; zbMATH DE number 7707844 |
Statements
Drawdown risk measures for asset portfolios with high frequency data (English)
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6 July 2023
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drawdown risk measure
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weighted-indexed semi-Markov models
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asset portfolio
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high-frequency data
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right censoring
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GARCH models
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