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"Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk ..."

Tao Bi, Bo Zhang, Huishan Wu (2013)

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DOI: 10.1080/03610918.2012.655826

access: closed

type: Journal Article

metadata version: 2020-05-10

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Tao Bi, Bo Zhang, Huishan Wu:
Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure. Commun. Stat. Simul. Comput. 42(4): 741-754 (2013)

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