Stock Market Volatility

Taking into account the ongoing worldwide financial crisis, this timely volume provides insight to better understand volatility in various stock markets. It is one of the first to draw on a range of international authorities who offer their expertise on market volatility in developed, emerging, and frontier economies. The book includes many stock market volatility charts and tables, enabling readers to accurately examine the volatility patterns in different markets around the world. It compares volatility in developed and emerging markets, describes how to apply mathematical models to analyze behavior of the market and underlying assets, and explores recent trends in forecasting.