Risk analysis of cumulative intraday return curves (Q2417028)

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scientific article; zbMATH DE number 7064408
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    Risk analysis of cumulative intraday return curves
    scientific article; zbMATH DE number 7064408

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      Risk analysis of cumulative intraday return curves (English)
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      11 June 2019
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      cumulative intraday returns
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      extremes
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      functional data
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      risk measures
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