Greg N. Gregoriou is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh. Dr. Gregoriou has authored nearly thirty books, has published more than fifty academic articles, and is the hedge fund editor and editorial board member of the Journal of Derivatives and Hedge Funds as well as editorial board member of the Journal of Wealth Management and the Journal of Risk and Financial Institutions.

"…This book brings together thirty-four papers that examine volatility in developed and emerging markets, the modeling of volatility, and portfolio management in the presence of volatility. This book should benefit readers interested in the various facets of volatility."—Tarun Chordia, Professor of Finance, Goizueta Business School, Emory University, Atlanta, Georgia, USA"From GARCH to portfolio management—the latest addition to the Gregoriou stable, comprehensive and thorough as always, covers models, applications, and empirical properties of stock market volatility."—Carol Alexander, Chair of Risk Management and Director of Research, Business School, ICMA Center, University of Reading, UK"This book provides the most comprehensive examination of market volatility that I have seen anywhere—including those associated with the equity markets (of both emerging and developed economies), hedge funds, and volatility related to microstructure effects. A must-read for academics, graduate students, and market practitioners."—Sugato Chakravarty, Professor and Head of Department of Consumer Sciences, Purdue University, West Lafayette, Indiana, USA"…a comprehensive compendium of advanced techniques for volatility modeling and their practical application to portfolio management and hedge funds. It provides valuable insights on volatility behavior in the developed market and on the interaction between institutional environment and stock volatility in emerging markets."—Stan Uryasev, Professor and Director of Risk Management and Financial Engineering Lab, University of Florida, Gainesville, USA"Stock Market Volatility addresses one of the most central as well as fascinating subjects in finance. The volume provides an outstanding summary of what is up-to-date practical as well as academic thought on the subject. It is surely a volume finance professionals want hands-on access to."—Niklas Wagner, Professor of Finance and Financial Control, Passau University, Germany"…This book addresses the full range of critical issues of stock market volatility that practitioners as well as academics are faced with in this globalized and fast-acting investment world."—Christian Hoppe, Senior Specialist Securitization and Credit Derivatives, Commerzbank AG, Germany

• Modeling Stock Market Volatility. Portfolio Management and Hedge Fund Volatility. Developed Country Volatility. Emerging Market Volatility. Index.

Greg N. Gregoriou is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh. Dr. Gregoriou has authored nearly thirty books, has published more than fifty academic articles, and is the hedge fund editor and editorial board member of the Journal of Derivatives and Hedge Funds as well as editorial board member of the Journal of Wealth Management and the Journal of Risk and Financial Institutions.

"…This book brings together thirty-four papers that examine volatility in developed and emerging markets, the modeling of volatility, and portfolio management in the presence of volatility. This book should benefit readers interested in the various facets of volatility."—Tarun Chordia, Professor of Finance, Goizueta Business School, Emory University, Atlanta, Georgia, USA"From GARCH to portfolio management—the latest addition to the Gregoriou stable, comprehensive and thorough as always, covers models, applications, and empirical properties of stock market volatility."—Carol Alexander, Chair of Risk Management and Director of Research, Business School, ICMA Center, University of Reading, UK"This book provides the most comprehensive examination of market volatility that I have seen anywhere—including those associated with the equity markets (of both emerging and developed economies), hedge funds, and volatility related to microstructure effects. A must-read for academics, graduate students, and market practitioners."—Sugato Chakravarty, Professor and Head of Department of Consumer Sciences, Purdue University, West Lafayette, Indiana, USA"…a comprehensive compendium of advanced techniques for volatility modeling and their practical application to portfolio management and hedge funds. It provides valuable insights on volatility behavior in the developed market and on the interaction between institutional environment and stock volatility in emerging markets."—Stan Uryasev, Professor and Director of Risk Management and Financial Engineering Lab, University of Florida, Gainesville, USA"Stock Market Volatility addresses one of the most central as well as fascinating subjects in finance. The volume provides an outstanding summary of what is up-to-date practical as well as academic thought on the subject. It is surely a volume finance professionals want hands-on access to."—Niklas Wagner, Professor of Finance and Financial Control, Passau University, Germany"…This book addresses the full range of critical issues of stock market volatility that practitioners as well as academics are faced with in this globalized and fast-acting investment world."—Christian Hoppe, Senior Specialist Securitization and Credit Derivatives, Commerzbank AG, Germany

• Modeling Stock Market Volatility. Portfolio Management and Hedge Fund Volatility. Developed Country Volatility. Emerging Market Volatility. Index.