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

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

This study examines the stock market volatility of German bench-mark stock index DAX 30 using logarithmic extreme day return. German stock markets have been analyzed extensively in literature. We look into volatility issue from the standpoint of extreme-day changes. Our analysis indicates the non-no...

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Bibliographic Details
Main Authors: Ahmed Naeem, Sarfraz Mudassira
Format: Article
Language:English
Published: Sciendo 2018-07-01
Series:Economics and Business
Subjects:
extreme-day return
non-normality
standard deviation
volatility
volatility ranking
Online Access:https://doi.org/10.2478/eb-2018-0010

Internet

https://doi.org/10.2478/eb-2018-0010

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