Improving Volatility Risk Forecasting Accuracy in Industry Sector
Recently, the volatility of financial markets has contributed a necessary part to risk management. Volatility risk is characterized as the standard deviation of the constantly compound return per day. This paper presents forecasting of volatility for the Jordanian industry sector after the crisis in...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2017-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2017/1749106 |