Downside risk measure performance in the presence of breaks in volatility
Year of publication: |
Dezember 2015
|
---|---|
Authors: | Rohde, Johannes |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 9.2015, 4, p. 31-68
|
Subject: | Finanzrisiko | Financial risk | Verlust | Loss | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Performance-Messung | Performance measurement | Finanzsektor | Financial sector |
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