haku: @indexterm FINANCIAL RISK / yhteensä: 628
viite: 57 / 628
Tekijä: | Eftekhari, B. Pedersen, C.S. Satchell, S.E. |
Otsikko: | On the volatility of measures of financial risk: an investigation using returns from European markets |
Lehti: | European Journal of Finance
2000 : MAR, VOL. 6:1, p. 18-38 |
Asiasana: | Financial risk Measurement Volatility |
Kieli: | eng |
Tiivistelmä: | 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. |
SCIMA