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...

Ausführliche Beschreibung

Bibliographische Detailangaben
Körperschaft: SpringerLink
Weitere Verfasser: Schwartz, Robert A., Byrne, John Aidan, Colaninno, Antoinette
Format: Electronic Resource
Sprache:Englisch
Veröffentlicht: Boston, MA Springer US 2011.
Schriftenreihe:Zicklin School of Business Financial Markets Series
Schlagworte:
Online-Zugang:Available for University of the Philippines Diliman via SpringerLink. Click here to access