Empirical Studies on Volatility in International Stock Markets PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Empirical Studies on Volatility in International Stock Markets PDF full book. Access full book title Empirical Studies on Volatility in International Stock Markets by Eugenie M.J.H. Hol. Download full books in PDF and EPUB format.
Author: Eugenie M.J.H. Hol
Publisher: Springer Science & Business Media
ISBN: 147575129X
Category : Business & Economics
Languages : en
Pages : 168
Get Book Here
Book Description
Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not only to that of the well-established GARCH model but also to implied volatility and so-called realised volatility models which are based on intraday volatility measures. The intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area.
Author: Eugenie M.J.H. Hol
Publisher: Springer Science & Business Media
ISBN: 147575129X
Category : Business & Economics
Languages : en
Pages : 168
Get Book Here
Book Description
Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not only to that of the well-established GARCH model but also to implied volatility and so-called realised volatility models which are based on intraday volatility measures. The intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area.
Author: Greg N. Gregoriou
Publisher: CRC Press
ISBN: 1420099558
Category : Business & Economics
Languages : en
Pages : 654
Get Book Here
Book Description
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Author: Roberto Moro Visconti
Publisher:
ISBN:
Category :
Languages : it
Pages : 47
Get Book Here
Book Description
Author: Shalu Lu
Publisher: Shalu
ISBN: 9782294412110
Category : Business & Economics
Languages : en
Pages : 0
Get Book Here
Book Description
Business investment is concerned with the provision of funds for investment in business enterprise, an investor must offer whatever is invested in this way, and this means that the investor must sacrifice consumption and save to offer the funds. Savers and the users of their funds come jointly in the market for investment, where the normal rules of supply and demand apply unless there is government interfering with interest rates. The cost of money is the rate of interest rewarded for the use. If the demand for investment funds is greater than the funds offered for investment by savers, then the rate of interest will increase until people in the market are induced to sacrifice consumption and make their reserves available for investment.
Author: Gagari Chakrabarti
Publisher: Springer Science & Business Media
ISBN: 813220462X
Category : Business & Economics
Languages : en
Pages : 69
Get Book Here
Book Description
This work is an exploration of the global market dynamics, their intrinsic natures, common trends and dynamic interlinkages during the stock market crises over the last twelve years. The study isolates different phases of crisis and differentiates between any crisis that remains confined to the region and those that take up a global dimension. The latent structure of the global stock market, the inter-regional and intra-regional stock market dynamics around the crises are analyzed to get a complete picture of the structure of the global stock market. The study further probing into the inherent nature of the global stock market in generating crisis finds the global market to be chaotic thus making the system intrinsically unstable or at best to follow knife-edge stability. The findings have significant bearing at theoretical level and on policy decisions.
Author: Yuezhao Chen
Publisher:
ISBN:
Category :
Languages : en
Pages : 80
Get Book Here
Book Description
Author: Indika Karunanayake
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author: Vince Hooper
Publisher:
ISBN:
Category : Developing countries
Languages : en
Pages : 24
Get Book Here
Book Description
Author: Niḍāl Rashīd Ṣabrī
Publisher: Nova Science Publishers
ISBN:
Category : Business & Economics
Languages : en
Pages : 208
Get Book Here
Book Description
The findings of this book are based on legal aspects of the majority of the world jurisdictions, and the majority of the existing and new introduced practices to the world stock markets including the role of international commissions, and organizations in this regards. Examination of the stock market efficiency and stability presented in the sixth and seventh chapters is built on empirical investigations, opinions surveys of stock markets experts, and state of arts of the related empirical studies, official reports, and suggested recommendations and best practices. Finally, this book is an attempt to help prevent the next stock market crisis, or to understand how to deal with, in order to shorten the period of declining, shorting the period of recovering, and to reduce the effect of irrational trading during unstable trading.
Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394
Get Book Here
Book Description
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
