Volatility Risk and Uncertainty in Financial Markets

Volatility Risk and Uncertainty in Financial Markets

Volatility is very much with us in today's equity markets. Day-to-day price swings are often large and intra-day volatility elevated, especially at market openings and closings. What explains this? What does this say about the quality of our markets? Can short-period volatility be controlled by...

Celý popis

Podrobná bibliografie
Korporativní autor: SpringerLink
Další autoři: Schwartz, Robert A., Byrne, John Aidan, Colaninno, Antoinette
Médium: Electronic Resource
Jazyk:English
Vydáno: Boston, MA Springer US 2011.
Edice:Zicklin School of Business Financial Markets Series
Témata:
Stock exchanges.
Stock exchanges > Technological innovations.
Electronic books.
On-line přístup:Available for University of the Philippines Diliman via SpringerLink. Click here to access