Stock Market Volatility Measure Using Non-Traditional Tool Case of Germany

Economics and Business
doi 10.2478/eb-2018-0010
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Walter de Gruyter GmbH

Related search

Estimating Stock Market Volatility Using Asymmetric GARCH Models

Applied Financial Economics
2008English

Macroeconomic Volatility and Stock Market Volatility, Worldwide

2008English

Stock Market Volatility and Learning

2015English

Relationship Between Stock Market Volatility, Stock Market Liquidity and Financial Performance of Non-Financial Firms Listed on Pakistan Stock Exchange

International Journal of Academic Research in Business and Social Sciences
2019English

Volatility, Information and Stock Market Crashes

Journal of Advanced Studies in Finance
2012English

Factors That Influence Stock Market Volatility: A Case Study From Malaysia

International Journal of Business Studies
2018English

Stock Market Volatility: Reading the Meter

2002English

Market Risk and Volatility in the Brazilian Stock Market

Journal of Applied Economics
EconomicsEconometricsFinance
2003English

Stock Market Volatility and the Great Moderation

Finance and Economics Discussion Series
2005English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy