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Volatility measures

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  • Static Pool Reporting Under Regulation AB
    Maria Kieslich and Ned Myers
    The Journal of Structured Finance January 2007, 12 (4) 28-36; DOI: https://doi.org/10.3905/jsf.12.4.28
  • Determining Volatility, Cost of Equity, and Equity
    Valuation of Private Business for M&A
    Manu Sharma
    The Journal of Private Equity May 2012, 15 (3) 102-105; DOI: https://doi.org/10.3905/jpe.2012.15.3.102
  • Investment Certainty and Demonetization: Evidence from India
    Peeyush Bangur
    The Journal of Private Equity August 2019, 22 (4) 60-69; DOI: https://doi.org/10.3905/jpe.2019.1.086
  • Do Daily Dividends Reduce Stock Return Volatility and Value-at-Risk?
    MD. Noman Siddikee
    The Journal of Private Equity August 2018, 21 (4) 75-85; DOI: https://doi.org/10.3905/jpe.2018.1.072
  • The Curious Year-to-Year Performance of Buyout Fund Returns: Another Mark-to-Market Problem?
    Jeff Hooke and Ken Yook
    The Journal of Private Equity November 2017, 21 (1) 9-19; DOI: https://doi.org/10.3905/jpe.2017.21.1.009
  • The Implications of Fair Value Accounting Standards
    on Private Equity Buyout Returns
    Adrian Oberli
    The Journal of Private Equity August 2012, 15 (4) 55-78; DOI: https://doi.org/10.3905/jpe.2012.15.4.055
  • The S&P Private Equity Index versus the Private Equity Total Return Index: A Volatility Comparison
    Manu Sharma and Shikha Kaushal
    The Journal of Private Equity February 2012, 15 (2) 51-52; DOI: https://doi.org/10.3905/jpe.2012.15.2.051
  • Explaining Stock Price Volatility with Terminal Value
    Estimates
    Harlan Platt, Marjorie Platt and Sebahattin Demirkan
    The Journal of Private Equity November 2011, 15 (1) 16-25; DOI: https://doi.org/10.3905/jpe.2011.15.1.016
  • Volatility and Returns Analysis of U.S. PE Index
    Manu Sharma, Ashutosh Gupta and Jaspreet Sidhu
    The Journal of Private Equity May 2011, 14 (3) 38-41; DOI: https://doi.org/10.3905/jpe.2011.14.3.038
  • Simulation of Execution Costs in the Global Institutional Spot FX Market
    Anatoly B Schmidt
    The Journal of Trading September 2009, 4 (4) 62-68; DOI: https://doi.org/10.3905/JOT.2009.4.4.062

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