Downside risk measure performance in the presence of breaks in volatility
Johannes Rohde
| 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 |
| 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/10011449971