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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-38121
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.3812
Zusammenfassung
Returns can be defined as log returns or as simple returns. Whereas on a numerical level the difference between these two terms is small as long as the return values are close to zero, there can be non-negligible differences if we look at expected values and (co)variances in a stochastic context. This paper examines the consequences of mixing up the two return terms when variances and ...
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