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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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Riga Technical University Press
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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