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Measuring Downside Risk – Realized Semivariance* · Study

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ChapterMeasuring Downside Risk – Realized Semivariance*

Ole Eiler Barndorff-Nielsen2010

Chapter2010

Measuring Downside Risk – Realized Semivariance*

Ole Eiler Barndorff-Nielsen · Silja Kinnebrock · Neil Shephard

231 citations·0/0 files stored·Oxford University Press eBooks

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Risk and Portfolio Optimization

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2019Do cryptocurrencies and traditional asset classes influence each other?2021Asymmetric volatility spillover among Chinese sectors during COVID-19 2019Good Volatility, Bad Volatility, and the Cross Section of Stock Returns 2022A Machine Learning Approach to Volatility Forecasting 2017Structural breaks and volatility forecasting in the copper futures market 2017Downside Variance Risk Premium*2015Volatility Spillovers Across Petroleum Markets 2021COVID-19 and asymmetric volatility spillovers across global stock markets

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Year2010

Typechapter

Published2010-03-01

VenueOxford University Press eBooks

Languageen

Citations231

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1093/acprof:oso/9780199549498.003.0007

openalex_workW4251828876

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