Co-dependence of extreme events in high frequency FX returns
Arnold Polanski; Evarist Stoja
| Year of publication: |
2014
|
|---|---|
| Authors: | Polanski, Arnold ; Stoja, Evarist |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 44.2014, p. 164-178
|
| Subject: | High frequency returns | Distributional characteristics | Multidimensional risk | Dependence in risk | Extreme risk assessment | Multidimensional value at risk | Risikomaß | Risk measure | Risiko | Risk | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| 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/10010391066