Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap
| Year of publication: |
2010
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|---|---|
| Authors: | James, Jessica ; Yang, Louis |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 1, p. 1-12
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008609628