Can Market Volume Help In Predicting Share Market Volatility?
Language: English
Published by LAP LAMBERT Academic Publishing Mär 2011, 2011
- Softcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
AbeBooks seller since January 23, 2017
Condition: New
£ 43.34
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Add to basketItem description from seller
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
- Title
- Can Market Volume Help In Predicting Share Market Volatility?
- Author
- Dorbor Hagba
- Publisher
- LAP LAMBERT Academic Publishing Mär 2011
- Publication year
- 2011
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3844313281
- ISBN 13
- 9783844313284
- Item weight
- 143 grams
- Dimensions
- 220x150x6 mm
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buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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