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...

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Detalles Bibliográficos
Autor Corporativo: SpringerLink
Otros Autores: Schwartz, Robert A., Byrne, John Aidan, Colaninno, Antoinette
Formato: Electronic Resource
Lenguaje:English
Publicado: Boston, MA Springer US 2011.
Colección:Zicklin School of Business Financial Markets Series
Materias:
Acceso en línea:Available for University of the Philippines Diliman via SpringerLink. Click here to access