Risk analysis of cumulative intraday return curves
Piotr Kokoszka, Hong Miao, Stilian Stoev, Ben Zheng
| Year of publication: |
2019
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|---|---|
| Authors: | Kokoszka, Piotr ; Miao, Hong ; Stoev, Stilian ; Zheng, Ben |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 11.2019, 2, p. 1-31
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| Subject: | cumulative intraday returns | extremes | functional data | risk measures | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Risiko | Risk | Theorie | Theory | Volatilität | Volatility | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Messung | Measurement | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2018-0011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022894