Stock market volatility
2009
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A comprehensive reference, this edited volume examines key aspects of stock market volatility. Divided into four sections, it covers modelling stock market volatility, portfolio management and hedge fund volatility, developed country volatility and emerging market volatility.Taking into account the ongoing worldwide financial crisis, this timely volume provides insight to better understand volatility in various stock markets. It 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 book includes many stock market volatility charts and tables, enabling readers to accurately examine the volatility patterns in different markets around the world. It compares volatility in developed and emerging markets, describes how to apply mathematical models to analyze behavior of the market and underlying assets, and explores recent trends in forecasting.
Main title:
Stock market volatility / edited by Greg N. Gregoriou.
Author:
Imprint:
Boca Raton, Fla. ; London : CRC, c2009.
Collation:
xxix, 621 p. : ill. ; 25 cm.
Series title:
Notes:
Includes bibliographical references and index.
ISBN:
9781420099546 (hbk)
Dewey class:
332.63222
LC class:
HG4551
Language:
English
Subject:
BRN:
2071152
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