Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (Q4921595)
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scientific article; zbMATH DE number 6162279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure |
scientific article; zbMATH DE number 6162279 |
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Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure (English)
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13 May 2013
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central limit theorem
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downside risk
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high-frequency data
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semimartingale
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