Stock Market Volatility: Cross-Country Analysis : Stylized Features of Volatility

ISBN-13: 9783330341531 / Angielski / Miękka / 2017 / 100 str.

Padmabati Gahan

Opis

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.

O autorze

Padmabati Gahan is professor of Finance in Dept. of Business Administration at Sambalpur University, India. She has specialized in teaching and research in the area of Finance, Operations Research and Econometric Modelling. She was awarded "National Education Leadership Award" for the best Professor in Finance by ET NOW, India.