A measure of downside risk in multivariate setup with application in measuring financial stress (Q2358428)
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scientific article; zbMATH DE number 6731198
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| English | A measure of downside risk in multivariate setup with application in measuring financial stress |
scientific article; zbMATH DE number 6731198 |
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A measure of downside risk in multivariate setup with application in measuring financial stress (English)
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14 June 2017
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financial stress
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downside risk
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multivariate distance
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semivariance
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0.7667144536972046
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0.680477499961853
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0.6788784861564636
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0.6709250807762146
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