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Smoothed Semicovariance Estimation

Reference

Rigamonti, A., Ferrari, D., Weissensteiner, A., & Paterlini, S. (2021). Smoothed Semicovariance Estimation. University of Liechtenstein.

Publication Type

Working Paper

Staff Members

Employee
Dr. Alex Weissensteiner
Employee
Dr. Andrea Rigamonti

Participating Institutions