An innovative extended Bayesian analysis of the relationship between returns and different risk measures in South Africa
This study investigated the All Share Index (ALSI) returns and six different risk measures of the South African market for the sample period from 17 March 2000 to 17 March 2022. The risk measures analyzed were standard deviation (SD), absolute deviation (AD), lower semi absolute deviation (LSAD), lo...
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| Format: | Article |
| Language: | English |
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AIMS Press
2022-12-01
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| Series: | Quantitative Finance and Economics |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2022025?viewType=HTML |