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~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Working paper"
~person:"Erdemlioglu, Deniz"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"Volatility"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Erdemlioglu, Deniz
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
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