Maximum drawdown distributions with volatility persistence
Kathryn Wilkens, Carlos J. Morales, and Luis Roman
| Year of publication: |
2005
|
|---|---|
| Authors: | Wilkens, Kathryn ; Morales, Carlos J. ; Roman, Luis |
| Published in: |
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation. - Hoboken : John Wiley, ISBN 0-471-73743-7. - 2005, p. 245-255
|
| Subject: | Volatilität | Volatility | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003137912