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P/F/458. Volatility analysis
- WORDS:
- 1500
- DATE:
- 2006
- PRICE:
- 19.99 GBP
The paper looks at the concept of volatility reviewing theoretical opinions about its importance and examining volatility in the stock market index of Standard & Poors (S&P) 500 for daily and weekly data from January 1990 to December 2004.
KEYWORDS: Volatility, stock market,
Other Papers On: Forecasting
Other Papers On: Capital Markets
Other Papers On: Forecasting (Economics)
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