scientific article; zbMATH DE number 1094764

zbMATH Open0884.90070MaRDI QIDQ4368554FDOQ4368554

A. Tourani Rad, A. Corhay

Publication date: 4 December 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

systematic riskreturn intervalintervalling effectvariability of beta estimates

Mathematics Subject Classification ID

Cited In (7)

• Statistical regularities in the return intervals of volatility
• Investment volatility: A critique of standard beta estimation and a simple way forward
• Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
• OPTION BETAS: RISK MEASURES FOR OPTIONS
• WHY THE RETURN NOTION MATTERS
• Average Rate of Return with Uncertainty
• Risk analysis of cumulative intraday return curves

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