Assessing the stock market volatility for different sectors in Malaysia by using standard deviation and EWMA methods
Nowadays, the study on volatility concept especially in stock market has gained so much attention from a group of people engaged in financial and economic sectors. The applications of volatility concept in financial economics can be seen in valuation of option pricing, estimation of financial deriva...
| Published in: | AIP Conference Proceedings |
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| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
American Institute of Physics Inc.
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85036658707&doi=10.1063%2f1.5012256&partnerID=40&md5=4df1c3a59d0aa5b8911537bdb196eb1e |