A Practical Guide to Forecasting Financial Market Volatility
Publisher: Wiley
Published: June 17, 2005
Language: eng
Number of pages: 236
ISBN-13: 9780470856130
First sentence: To give a brief appreciation of the amount of variation across different financial assets, Figure 1.1 plots the returns distributions of a normally distributed random variable, and the respective daily returns on the US Standard and Poor market index (S&amp;P100), the yen-sterling exchange rate, the share of Legal &amp; General (a major insurance company in the UK), the UK Index for Small Capitalisation Stocks (i.e. small companies), and silver traded at the commodity exchange.
Notes: The Wiley Finance Series