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Purpose Despite the growing recognition of the complex interplay between macroeconomic shock indexes and stock market dynamics, there is a significant research gap concerning their interconnectedness and return spillovers in the context of the African stock market. This leaves much to be...
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processes. The first looks for common volatility clusters using individual GARCH models to detect whether and when respective … the detection of temporary bubbles and volatility clusters only partially agrees on the episodes of exuberance, on the …
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targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …
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Kaum eine Entwicklung hat in den letzten Jahrzehnten den Strukturwandel, die Konjunkturverläufe, das wirtschaftliche Wachstum und die weltwirtschaftliche Integration so beeinflußt, wie die massive Expansion der Informations- und Kommunikationstechnologien, d.h. der sogenannten Neuen Ökonomie....
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Cover -- Title Page -- Copyright -- Contents -- Preface -- History of Kdb+ and q -- Motivation for this Book -- Code Structure -- Structure of the Book -- Prerequisites -- About the Authors -- Part One Language Fundamentals -- Chapter 1 Fundamentals of the q Programming Language -- 1.1 The (Not...
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, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors …. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility …. Filled with volatility models including brand new option trades for quant traders Options trader Euan Sinclair specializes in …
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