Work

Measuring Downside Risk – Realized Semivariance*

Year: 2010

Type: book-chapter

Source: Oxford University Press eBooks

DOI: 10.1093/acprof:oso/9780199549498.003.0007

Authors: Ole E. Barndorff‐Nielsen, Silja Kinnebrock, Neil Shephard

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4251828876

FWCI: 6.135

Cites:

Cited by: 232

Related to: 10