Calculating and comparing security returns is harder than you think : a comparison between logarithmic and simple returns
Robert S. Hudson; Andros Gregoriou
| Year of publication: |
2015
|
|---|---|
| Authors: | Hudson, Robert ; Gregoriou, Andros |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 38.2015, p. 151-162
|
| Subject: | Stocks | Logarithmic returns | Simple returns | Risk | Return | Observation periods | Intraday data | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory | Vergleich | Comparison |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011337618