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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Embrechts, Paul"
~person:"Polanski, Arnold"
~person:"Vries, Casper G. de"
~subject:"Risikomaß"
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Risikomaß
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Embrechts, Paul
Polanski, Arnold
Vries, Casper G. de
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
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