Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure

Tao Bi, Bo Zhang, Huishan Wu
  • Communications in Statistics - Simulation and Computation, April 2013, Taylor & Francis
  • DOI: 10.1080/03610918.2012.655826

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http://dx.doi.org/10.1080/03610918.2012.655826