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Synopsis
This book explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the Johannesburg Stock Exchange (JSE). The study is largely inspired by the work of Chris BrookThe volume of shares traded might be as important as the change in a market index since substantial price increases and decreases are often accompanied by heavy trading activitys (1998).The results of this study project indicate that augmenting models of volatility with measures of lagged volume leads only to fairly small improvements in forecasting performance. The report also shows that the Johannesburg Stock Exchange is vulnerable to financial turmoil in other major markets.
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About the Author
I was born on March 18,1971 and obtanied an BBA Degree (Cum Laude) in Accounting from the University of Liberia in 1999. I am currently serving as the Assistant Director of Finance Department at the Central Bank of liberia.I also hold an MBA Degree from the University of Stellenbosch Business School and is married with a son.
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Can Market Volume Help In Predicting Share Market Volatility?
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LAP LAMBERT Academic Publishing Mrz 2011, 2011
ISBN 10: 3844313281
ISBN 13: 9783844313284
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the Johannesburg Stock Exchange (JSE). The study is largely inspired by the work of Chris BrookThe volume of shares traded might be as important as the change in a market index since substantial price increases and decreases are often accompanied by heavy trading activitys (1998).The results of this study project indicate that augmenting models of volatility with measures of lagged volume leads only to fairly small improvements in forecasting performance. The report also shows that the Johannesburg Stock Exchange is vulnerable to financial turmoil in other major markets. 84 pp. Englisch. Seller Inventory # 9783844313284
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Can Market Volume Help in Predicting Share Market Volatility?
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
ISBN 10: 3844313281
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Condition: New. pp. 84. Seller Inventory # 26128887663
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Can Market Volume Help In Predicting Share Market Volatility?
Published by
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3844313281
ISBN 13: 9783844313284
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the Johannesburg Stock Exchange (JSE). The study is largely inspired by the work of Chris BrookThe volume of shares traded might be as important as the change in a market index since substantial price increases and decreases are often accompanied by heavy trading activitys (1998).The results of this study project indicate that augmenting models of volatility with measures of lagged volume leads only to fairly small improvements in forecasting performance. The report also shows that the Johannesburg Stock Exchange is vulnerable to financial turmoil in other major markets. Seller Inventory # 9783844313284
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Can Market Volume Help in Predicting Share Market Volatility?
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
ISBN 10: 3844313281
ISBN 13: 9783844313284
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Condition: New. Print on Demand pp. 84 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Seller Inventory # 131667120
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Can Market Volume Help in Predicting Share Market Volatility?
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2011
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Can Market Volume Help In Predicting Share Market Volatility?
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Hagba DorborI was born on March 18,1971 and obtanied an BBA Degree (Cum Laude) in Accounting from the University of Liberia in 1999. I am currently serving as the Assistant Director of Finance Department at the Central Bank of lib. Seller Inventory # 5471795
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Can Market Volume Help In Predicting Share Market Volatility?
Published by
LAP LAMBERT Academic Publishing Mär 2011, 2011
ISBN 10: 3844313281
ISBN 13: 9783844313284
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the Johannesburg Stock Exchange (JSE). The study is largely inspired by the work of Chris BrookThe volume of shares traded might be as important as the change in a market index since substantial price increases and decreases are often accompanied by heavy trading activitys (1998).The results of this study project indicate that augmenting models of volatility with measures of lagged volume leads only to fairly small improvements in forecasting performance. The report also shows that the Johannesburg Stock Exchange is vulnerable to financial turmoil in other major markets.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 84 pp. Englisch. Seller Inventory # 9783844313284
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Can Market Volume Help In Predicting Share Market Volatility?
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Taschenbuch. Condition: Neu. Can Market Volume Help In Predicting Share Market Volatility? | Dorbor Hagba | Taschenbuch | 84 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783844313284 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 107078592
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Can Market Volume Help In Predicting Share Market Volatility
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ISBN 10: 3844313281
ISBN 13: 9783844313284
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