An empirical analysis of the downside risk-return trade-off at daily frequency
Benoît Sévi
| Year of publication: |
2013
|
|---|---|
| Authors: | Sévi, Benoît |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 189-197
|
| Subject: | Risk-return tradeoff | Downside-risk | MIDAS regressions | HAR model | Intraday data | Schätzung | Estimation | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Volatilität | Volatility | Risiko | Risk | Risiko-Ertrags-Verhältnis | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729143