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Measuring downside risk - realized semivariance

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  • Ole Barndorff-Nielsen
  • Solja Kinnebrock, University of Oxford, United Kingdom
  • Neil Shephard, University of Oxford, United Kingdom
  • Department of Mathematical Sciences
  • T.N. Thiele Centre
Original languageEnglish
Title of host publicationVolatility and time series econometrics : essays in honor of Robert Engle
EditorsTim Bollerslev, Jeffrey Russell, Mark Watson
Place of publicationOxford
PublisherOxford University Press
Publication year2010
Chapter1
ISBN (print)978-0-19-954949-8
Publication statusPublished - 2010
SeriesAdvanced texts in econometrics

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