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Stock market volatility has its application in a variety of advanced financial decisions like construction of portfolio of financial assets; hedging of systematic risks; pricing of financial derivatives and options on stock indices; calculation of required rate of return and evaluation of the performance of mutual funds. All the above decisions require the estimation of volatility accurately with exact precision by using parsimonious models. The present book: Stock Market Volatility: Cross-Country Analysis has been undertaken to study during 01.07.1995 to 31.07.2015 by developing mathematical models for calculating and comparing stock market volatilities of both selected developed and emerging market economies which take care of the stylized features of clustering, asymmetry and persistence. This book is designed to share the stimulating, challenging, fascinating, and sometimes frustrating world of research supported decision-making policy makers, investors, financial researchers in Finance, Statistics, Applied Statistics, Management and Commerce.
| Autorius: | Padmabati Gahan |
| Leidėjas: | LAP LAMBERT Academic Publishing |
| Išleidimo metai: | 2017 |
| Knygos puslapių skaičius: | 100 |
| ISBN-10: | 333034153X |
| ISBN-13: | 9783330341531 |
| Formatas: | 220 x 150 x 6 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
Parašykite atsiliepimą apie „Stock Market Volatility: Cross-Country Analysis: Stylized Features of Volatility“
