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AN EMPIRICAL ANALYSIS OF RISK MEASURES BASED ON SECURITY RETURNS: DIFFERENCING INTERVAL AND INDUSTRY EFFECTS
Author(s) -
Bagamery Bruce D.
Publication year - 1984
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1984.tb00518.x
Subject(s) - citation , interval (graph theory) , actuarial science , empirical research , econometrics , financial economics , economics , computer science , statistics , library science , mathematics , combinatorics