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

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