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Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure
  • ISSN号：0361-0918
  • 期刊名称：Communications in Statistics - Simulation and Comp
  • 时间：2013
  • 页码：741-754
  • 相关项目：基于高频数据的股市极端风险测度及其防范研究
作者： Bi, Tao|Zhang, Bo|Wu, Huishan|
同期刊论文项目
基于高频数据的股市极端风险测度及其防范研究
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