Showing 1 - 10 of 14,669
Persistent link: https://www.econbiz.de/10013286534
We show in this paper that volatility measures can be misleading indicators of risk if returns do not follow a Gaussian distribution. A more reliable measure of risk is the probability distribution of the return on an asset. Estimators for these measures are usually challenging and need of...
Persistent link: https://www.econbiz.de/10005753752
We show in this paper that volatility measures can be misleading indicators of risk if returns do not follow a Gaussian distribution. A more reliable measure of risk is the probability distribution of the return on an asset. Estimators for these measures are usually challenging and need of...
Persistent link: https://www.econbiz.de/10008538671
Persistent link: https://www.econbiz.de/10002601639
Persistent link: https://www.econbiz.de/10011718532
Persistent link: https://www.econbiz.de/10011955545
Persistent link: https://www.econbiz.de/10013169779
the banking sector. …
Persistent link: https://www.econbiz.de/10012549240
Persistent link: https://www.econbiz.de/10012609642
Persistent link: https://www.econbiz.de/10010205792