On the volatility of measures of financial risk: an investigation using returns from European markets
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References listed on IDEAS
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- Peter Neuteboom, 2003. "A European comparison of the costs and risks of mortgages for owner-occupiers," European Journal of Housing Policy, Taylor and Francis Journals, vol. 3(2), pages 155-171, August.
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KeywordsAbsolute Deviation; Bootstrap; Gini; Lower Partial Moment; Measures Of Risk;
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