precision, contributing to noisier price discovery and heightened intraday risk. The altered liquidity landscape and increased …

microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it …

interactions using causality-in-variance, dynamic conditional correlations, optimal hedge ratios, and causality-in-risk tests …

Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … pricing of stocks and better risk management. The aim of this research is to test applicability of simple models like Simple … Moving Average (SMA) and Exponentially Weighted Moving Average (EWMA) to estimate risk. The performance of SMA and EWMA with …