An econometric analysis of drawdown based measures (Q6153227)
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scientific article; zbMATH DE number 7819627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An econometric analysis of drawdown based measures |
scientific article; zbMATH DE number 7819627 |
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An econometric analysis of drawdown based measures (English)
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16 March 2024
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risk measure
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econometric models
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