CAN THE NORMALITY OF THE SEMI VARIANCE BE IMPROVED? EVIDENCE FROM FINANCIAL STOCK INDEXES WITH HOURLY, DAILY, QUARTERLY AND ANNUAL DATA OF DJIA AND SP500
Year of publication: |
2007
|
---|---|
Authors: | Eldomiaty, Tarek Ibrahim |
Published in: |
Applied Econometrics and International Development. - Euro-American Association of Economic Development. - Vol. 7.2007, 2, p. 95-108
|
Publisher: |
Euro-American Association of Economic Development |
Subject: | Risk measures | Variance | Semi Variance | Mean Semi Deviations | DJIA | S&P500 |
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