Stock Market Volatility (inbunden)
Inbunden (Hardback)
Antal sidor
Chapman & Hall/CRC
89 black & white illustrations, 108 black & white tables
241 x 165 x 31 mm
1065 g
Antal komponenter

Stock Market Volatility

Inbunden, Engelska, 2009-04-01
1011 kr
Skickas inom 2-5 vardagar.
Fri frakt inom Sverige för privatpersoner.
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 developed, emerging, and frontier economies. The expert contributors cover stock market volatility modeling, portfolio management, hedge fund volatility, and volatility in developed countries and emerging markets. They present some of the vocational aspects, emphasizing the equity markets. The book approaches the material from the practitioner's viewpoint and familiarizes readers with how volatility is linked to speculation, trading volume, and information arrival. It also discusses recent trends in forecasting volatility, along with the newly cultivated trading platform of volatility derivatives. Given the current state of high levels of volatility in global stock markets, money managers, financial institutions, investment banks, financial analysts, and others need to improve their understanding of volatility. Examining key aspects of stock market volatility, this comprehensive reference offers novel suggestions for accurately assessing the field.
Visa hela texten

Passar bra ihop

  1. Stock Market Volatility
  2. +
  3. Mergers and Acquisitions

De som köpt den här boken har ofta också köpt Mergers and Acquisitions av Greg N Gregoriou, Karyn Neuhauser (inbunden).

Köp båda 2 för 3227 kr


Har du läst boken? Sätt ditt betyg »

Bloggat om Stock Market Volatility

Övrig information

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.


Modeling Stock Market Volatility An Overview of the Issues Surrounding Stock Market Volatility Elena Kalotychou and Sotiris K. Staikouras Analysis of Stock Market Volatility by Continuous-Time GARCH Models Gernot Muller, Robert B. Durand, Ross Maller, and Claudia Kluppelberg Price Volatility in the Context of Market Microstructure Peter Lerner and Chunchi Wu GARCH Modeling of Stock Market Volatility Rachael Carroll and Colm Kearney Detecting and Exploiting Regime Switching ARCH Dynamics in U.S. Stock and Bond Returns Massimo Guidolin A DCC-VARMA Model of Portfolio Risk: A Simple Approach to the Estimation of the Variance-Covariance Matrix of Large Stock Portfolios Valerio Poti The Economic Implications of Volatility Scaling by the Square-Root-of-Time Rule Craig Ellis and Maike Sundmacher Jumps and Microstructure Noise in Stock Price Volatility Rituparna Sen Portfolio Management and Hedge Fund Volatility Mean-Variance versus Mean-VaR and Mean-Utility Spanning Laurent Bodson and Georges Hubner Cyclicality in Stock Market Volatility and Optimal Portfolio Allocation Jason C. Hsu and Feifei Li Robust Portfolio Selection with Endogenous Expected Returns and Asset Allocation Timing Strategies Wolfgang Breuer, Marc Gurtler, and Olaf Stotz Alternative to the Mean-Variance Asset Allocation Analysis: A Scenario Methodology for Portfolio Selection Michael Schyns, Georges Hubner, and Yves Crama The Black and Litterman Framework with Higher Moments: The Case of Hedge Funds Giampaolo Gabbi, Andrea Limone, and Roberto Reno Dampening Hedge Fund Volatility through Funds of Hedge Funds Jodie Gunzberg and Audrey Wang Information Transmission across Stock and Bond Markets: International Evidence Charlie X. Cai, Robert Faff, David Hillier, and Suntharee Lhaopadchan Developed Country Volatility Predictability of Risk Measures in International Stock Markets Turan G. Bali and K. Ozgur Demirtas Surging OBS Activities and Bank Revenue Volatility: How to Explain the Declining Appeal of Bank Stocks in Canada Christian Calmes and Raymond Theoret Usage of Stock Index Options: Evidence from the Italian Market Rosa Cocozza Cross-Sectional Return Dispersions and Risk in Global Equity Markets Thomas C. Chiang News, Trading, and Stock Return Volatility Vladimir Zdorovtsov The Correlation of a Firm's Credit Spread with Its Stock Price: Evidence from Credit Default Swaps Martin Scheicher Modeling the Volatility of the FTSE100 Index Using High-Frequency Data Sets David E. Allen and Marcel Scharth Emerging Market Volatility Economic Integration on the China Stock Market, before and after the Asian Financial Crisis Jack Penm and R.D. Terrell Do Tigers Care about Dragons? Spillovers in Returns and Volatility between Chinese Stock Markets Bartosz Gebka Optimal Settlement Lag for Securities Transactions: An Application to Southeast Stock Exchanges Marco Rossi and Raphael W. Lam Seasonality and the Relation between Volatility and Returns: Evidence from Turkish Financial Markets Oktay Tas, Cumhur Ekinci, and Zeynep Iltuzer Samur Are Macroeconomic Variables Important for the Stock Market Volatility? Evidence from the Istanbul Stock Exchange M. Nihat Solakoglu, Nazmi Demir, and Mehmet Orhan Forecasting Default Probability without Accounting Data: Evidence from Russia Dean Fantazzini Recent Assessments on Mean Reversion in the Middle East Stock Markets Sam Hakim and Simon Neaime Stock Market Volatility and Market Risk in Emerging Markets: Evidence from India Sumon Kumar Bhaumik, Suchismita Bose, and Rudra Sensarma Stock Market Volatility and Political Risk in Latin America: The Case of Terrorism in Colombia Ignacio Olmeda and Daniel Sotelsek In