An Overview of the Determinants of Financial Volatility: An Explanation of Measuring Techniques

DOI10.5539/MAS.V5N5P46zbMATH Open1414.91422OpenAlexW2153535968MaRDI QIDQ4924362

Kevin James Daly

Publication date: 31 May 2013

Published in: Modern Applied Science (Search for Journal in Brave)

Full work available at URL: http://ccsenet.org/journal/index.php/mas/article/view/11436/8778

zbMATH Keywords

measuresdeterminantsARCHGARCHvolatility

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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