Work

On the volatility of measures of financial risk: an investigation using returns from European markets

Year: 2000

Type: article

Source: European Journal of Finance

DOI: 10.1080/135184700336946

Authors: Babak Eftekhari, Christian S. Pedersen, Stephen E. Satchell

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: University of Cambridge, Economic and Social Research Council

OpenAlex ID: W2019694570

FWCI: 3.292

Cites: 32

Cited by: 19

Related to: 10