Volatility Risk and Uncertainty in Financial Markets /
Volatility is very much with us in today's equity markets. Day-to-day price swings are often large and intra-day volatility elevated, especially at market openings and closings. What explains this? What does this say about the quality of our markets? Can short-period volatility be controlled by...
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| Другие авторы: | , , |
| Формат: | Электронный ресурс eКнига |
| Язык: | English |
| Опубликовано: |
New York, NY :
Springer US : Imprint: Springer,
2011.
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| Редактирование: | 1st ed. 2011. |
| Серии: | Zicklin School of Business Financial Markets Series
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| Предметы: | |
| Online-ссылка: | https://doi.org/10.1007/978-1-4419-1474-3 |
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Оглавление:
- Preface
- Conference sponsors
- List of participants
- Intra-Day Volatility: The Empirical Evidence
- Opening Address: Reto Francioni, CEO, Deutsche Boerse
- Mid-Day Address: Robert Engle, Nobel Laureate 2003
- Volatility and Technology
- Volatility and Market Structure
- Implications for Trading
- Closing Dialog: Robert Greifeld, CEO, The NASDAQ OMX Group, with Erin Burnett, Anchor and Reporter, CNBC
- Participant Biographies
- Index.



