Assessing the stock market volatility for different sectors in Malaysia by using standard deviation and EWMA methods

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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...

书目详细资料
发表在:	AIP Conference Proceedings
主要作者:	2-s2.0-85036658707
格式:	Conference paper
语言:	English
出版:	American Institute of Physics Inc. 2017
在线阅读:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85036658707&doi=10.1063%2f1.5012256&partnerID=40&md5=4df1c3a59d0aa5b8911537bdb196eb1e

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