The statistics of the maximum drawdown in financial time series
Alessandro Casati and Serge Tabachnik
| Year of publication: |
2013
|
|---|---|
| Authors: | Casati, Alessandro ; Tabachnik, Serge |
| Published in: |
Advances in financial risk management : corporates, intermediaries and portfolios. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-02508-5. - 2013, p. 347-363
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistische Methode | Statistical method | Statistische Methodenlehre | Statistical theory | Finanzmarkt | Financial market |
| 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/10010213045