Stock Market Volatility
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Published By Chapman And Hall/CRC

9780429166112

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■ Are Macroeconomic Variables Important for the Stock Market Volatility? Evidence from the Istanbul Stock Exchange

Stock Market Volatility ◽

10.1201/9781420099553-35 ◽

2009 ◽

pp. 549-564

Keyword(s):

Stock Market ◽

Stock Exchange ◽

Market Volatility ◽

Stock Market Volatility ◽

Macroeconomic Variables ◽

Istanbul Stock Exchange

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■ Mean-Variance versus Mean-VaR and Mean-Utility Spanning

Stock Market Volatility ◽

10.1201/9781420099553-15 ◽

2009 ◽

pp. 211-224

Keyword(s):

Mean Variance

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■ Detecting and Exploiting Regime Switching ARCH Dynamics in U.S. Stock and Bond Returns

Stock Market Volatility ◽

10.1201/9781420099553-10 ◽

2009 ◽

pp. 121-164

Keyword(s):

Regime Switching ◽

Bond Returns

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■ GARCH Modeling of Stock Market Volatility

Stock Market Volatility ◽

10.1201/9781420099553-9 ◽

2009 ◽

pp. 101-120

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Garch Modeling

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■ Price Volatility in the Context of Market Microstructure

Stock Market Volatility ◽

10.1201/9781420099553-8 ◽

2009 ◽

pp. 81-100

Keyword(s):

Market Microstructure ◽

Price Volatility

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■ Stock Market Volatility and Market Risk in Emerging Markets: Evidence from India

Stock Market Volatility ◽

10.1201/9781420099553-38 ◽

2009 ◽

pp. 601-616

Keyword(s):

Stock Market ◽

Emerging Markets ◽

Market Risk ◽

Market Volatility ◽

Stock Market Volatility

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■ Forecasting Default Probability without Accounting Data: Evidence from Russia

Stock Market Volatility ◽

10.1201/9781420099553-36 ◽

2009 ◽

pp. 565-586

Keyword(s):

Default Probability ◽

Accounting Data

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■ Usage of Stock Index Options: Evidence from the Italian Market

Stock Market Volatility ◽

10.1201/9781420099553-25 ◽

2009 ◽

pp. 373-390

Keyword(s):

Stock Index ◽

Index Options ◽

Italian Market

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■ Dampening Hedge Fund Volatility through Funds of Hedge Funds

Stock Market Volatility ◽

10.1201/9781420099553-20 ◽

2009 ◽

pp. 305-322

Keyword(s):

Hedge Funds ◽

Hedge Fund ◽

Funds Of Hedge Funds

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■ The Black and Litterman Framework with Higher Moments:The Case of Hedge Funds

Stock Market Volatility ◽

10.1201/9781420099553-19 ◽

2009 ◽

pp. 285-304

Keyword(s):

Hedge Funds

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