Can Market Volume Help In Predicting Share Market Volatility?
Language: English
Published by LAP LAMBERT Academic Publishing Mrz 2011, 2011
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 43.34
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Add to basketItem description from seller
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
- Title
- Can Market Volume Help In Predicting Share Market Volatility?
- Author
- Dorbor Hagba
- Publisher
- LAP LAMBERT Academic Publishing Mrz 2011
- Publication year
- 2011
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3844313281
- ISBN 13
- 9783844313284
- Item weight
- 143 grams
- Dimensions
- 220x150x6 mm
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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BuchWeltWeit Ludwig Meier e.K.
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