@inbook {109681, title = {Measuring downside risk: realised semivariance}, booktitle = {Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle}, year = {2010}, pages = {117-136}, publisher = {Oxford University Press}, organization = {Oxford University Press}, edition = {(Edited by T. Bollerslev, J. Russell and M. Watson)}, author = {Barndorff-Nielsen, Ole E. and Kinnebrouk, Silvia and Neil Shephard} }