Sentence examples for return volatilities from inspiring English sources

For the purpose of the determining whether the number of deaths' volatility dynamics does actually differ from that of the countries, we, firstly, undertakes to expose the exact local Whittle and structural break tests, and, then, discuss the GARCH specifications so as to be able to capture the possible conditional dynamic dependencies likely to be noted in the number of death return volatilities.

Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility.

Following prior research, we measure information uncertainty using IPO underpricing and post-IPO equity return volatility.

The motivation of this study is to enhance the ability of GARCH models in forecasting the return volatility.

We follow a multivariate GARCH approach to model the dynamics of monthly price return volatility in international and domestic markets.

We also find slightly higher stock return volatility and a small reduction in liquidity when naked short sales are allowed.

Third, Vega is measured as the partial derivative of the manager's equity portfolio with respect to return volatility.

They define a measure SMAX (scaled MAX5), which is the MAX5 divided by the trailing month daily return volatility.

The small number of suitable companies listed on the market, and the high return volatility of individual equities make it difficult to reliably achieve superior returns.

We look for similarities, point of abrupt changes, normalized data, return, volatility, graph, pure and noise part, correlation lengths, and signal-to-noise ratio.

We first show that the OTC market consists predominantly of micro-cap stocks that exhibit low market liquidity, negative stock returns, and high return volatility.