Realized quantiles
Timo Dimitriadis and Roxana Halbleib
| Year of publication: |
2022
|
|---|---|
| Authors: | Dimitriadis, Timo ; Halbleib, Roxana |
| Subject: | Expected Shortfall | High-frequency data | Intrinsic time | Self-similar | Subordinated process | Value at Risk | Risikomaß | Risk measure | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Online veröffentlicht am 30. Juni 2021 Gesehen am 01.08.2023 |
| Other identifiers: | 10.1080/07350015.2021.1929249 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539526