On the volatility of measures of financial risk : an investigation using returns from European markets
Babak Eftekhari, Christian S. Pedersen and Stephen E. Satchell
| Year of publication: |
2000
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|---|---|
| Authors: | Eftekhari, Babak ; Pedersen, Christian S. ; Satchell, Stephen |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 6.2000, 1, p. 18-38
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| Subject: | CAPM | Risiko | Risk | Theorie | Theory | Maßzahl | Statistical measures | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Aktienindex | Stock index | Kapitaleinkommen | Capital income | EU-Staaten | EU countries | Bootstrap-Verfahren | Bootstrap approach | 1976-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001526025