search query: @author Pedersen, C.S. / total: 2
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| Author: | Eftekhari, B. Pedersen, C.S. Satchell, S.E. |
| Title: | On the volatility of measures of financial risk: an investigation using returns from European markets |
| Journal: | European Journal of Finance
2000 : MAR, VOL. 6:1, p. 18-38 |
| Index terms: | Financial risk Measurement Volatility |
| Language: | eng |
| Abstract: | The statistical properties of various measures of risk were investigated with a view to explaining the reasons for lack of use in finance of risk measures other than the variance and to see if there is a sensible measure to use for cross-European comparisons. |
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