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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of financial econometrics"
~person:"Oordt, Maarten R. C. van"
~subject:"Ausreißer"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
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Oordt, Maarten R. C. van
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Astin bulletin : the journal of the International Actuarial Association
Journal of financial econometrics
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Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
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