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...
Main Authors: | Ahmed Naeem, Sarfraz Mudassira |
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Format: | Article |
Language: | English |
Published: |
Sciendo
2018-07-01
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Series: | Economics and Business |
Subjects: | |
Online Access: | https://doi.org/10.2478/eb-2018-0010 |
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