A note on the periodic conversin of measures of risk (Record no. 19811)

MARC details
000 -LEADER
fixed length control field 01076cab a2200217 4500
001 - CONTROL NUMBER
control field X3243
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 090401t1996 xxu||||| |||| 00| 0 eng d
035 ## - SYSTEM CONTROL NUMBER
System control number (Sirsi) u29407
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Brown, G.R.
245 #2 - TITLE STATEMENT
Title A note on the periodic conversin of measures of risk
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 1996
350 ## - PRICE (NR) (BK AM CF MU VM SE) [OBSOLETE]
Price 0
490 ## - SERIES STATEMENT
Series statement Journal of Property Research
Volume/sequential designation 13(1) March 1996, 13-16(4)
520 ## - SUMMARY, ETC.
Summary, etc. Conversion of monthly or quarterly standard deviations to their annual equivalent presents few problems if the underlying returns series is serially uncorrelated. if however the same procedure is used to convert serially correlated returns then the annual equivalent risk measures may be seriously understated. Using continuous rates of return this paper presents a compact solution which makes allowance for serial correlation and can be used for making the convesion over any interval. (Journal abstract)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element RISK MEASURES
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element SERIAL CORRELATION
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element PROPERTY-PROPERTY FINANCE AND INVESTMENT
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Suppress in OPAC 0
948 ## - LOCAL PROCESSING INFORMATION (OCLC); SERIES PART DESIGNATOR (RLIN)
c (OCLC) 04/03/1997
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     London London Journal article 14/09/1999   X3243 29407-1001 06/08/2019 1 06/08/2019 Journal article