Measuring downside risk using high-frequency data: realized downside risk measure (Q4921595)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6162279
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Measuring downside risk using high-frequency data: realized downside risk measure |
scientific article; zbMATH DE number 6162279 |
Statements
Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (English)
0 references
13 May 2013
0 references
central limit theorem
0 references
downside risk
0 references
high-frequency data
0 references
semimartingale
0 references
0 references
0.8155097365379333
0 references
0.7726248502731323
0 references
0.7555017471313477
0 references
0.7282069325447083
0 references
0.7169742584228516
0 references
