Fig. 5
Evolution of \(CCR_{j}^{\text {(total)}}(t)\) in a bullish (left), bearish (center) and non-directional (right) market
Fig. 5 | European Actuarial Journal
Evolution of \(CCR_{j}^{\text {(total)}}(t)\) in a bullish (left), bearish (center) and non-directional (right) market