will enable these uncertainties to be defined and measured. For this purpose, the first volatility index created was the … VIX Index as an indicator of uncertainty in the stock markets, which was followed by the OVX Index as an indicator of … uncertainty in the oil markets and the GVZ Index as an indicator of uncertainty in the gold markets. These volatility indices are …

This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the … Islamic stock price index, namely the JKII (Jakarta Islamic Index). Therefore, the focus of this study was predicting the … price and loss risk of JKII as an index of Islamic stock prices in Indonesia. This study extends the previous literature to …

classical risk measures for the S&P500 Index. Delivering good results both at short and long time horizons, the proposed option …

. The new performance indexes incorporating high moments and disaster risk are the Aumann-Serrano performance index and … Foster-Hart performance index proposed by Kadan and Liu. These performance indexes provide evaluations sensitive to the … literature, we show by the regression analysis of the index and summary statistics these indexes are in fact not excessively …