Stock Market Volatility Chapman & Hall/CRC Finance Series
Coordonnateur : Gregoriou Greg N.
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.
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.
Date de parution : 05-2017
15.6x23.4 cm
Disponible chez l'éditeur (délai d'approvisionnement : 14 jours).
Prix indicatif 87,11 €
Ajouter au panierDate de parution : 04-2009
Ouvrage de 620 p.
15.6x23.4 cm
Thèmes de Stock Market Volatility :
Mots-clés :
Stock Market Volatility; Stock Return Volatility; stock market; Conditional Correlation; microstructure; Hedge Funds; Obs Activity; financial crisis; Optimal Portfolio; economic recession; GARCH; volatility charts; Sharpe Ratio; DCC; Microstructure Noise; Chinese Stock Markets; Bear Market Conditions; Optimal Portfolio Weights; DCC GARCH Model; Arch Effect; GARCH Model; Bull Market Conditions; Gdp Growth; Excess Bond Returns; Bear Market; Conditional Variance; Bear Market Periods; Conditional Volatility; ADF; Black Litterman Model