{"product_id":"can-market-volume-help-in-predicting-share-market-volatility-von-dorbor-hagba","title":"Can Market Volume Help In Predicting Share Market Volatility?","description":"\u003cp\u003eThis book explores a number of statistical models  for predicting the daily stock return volatility of  an aggregate of all stocks traded on the  Johannesburg Stock Exchange (JSE). The study is  largely inspired by the work of Chris BrookThe  volume of shares traded might be as important as the  change in a market index since substantial price  increases and decreases are often accompanied by  heavy trading activitys (1998).The results of this  study project indicate that augmenting models of  volatility with measures of lagged volume leads only  to fairly small improvements in forecasting  performance. The report also shows that the  Johannesburg Stock Exchange is vulnerable to  financial turmoil in other major markets.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783844313284\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783844313284","offer_id":39495962001501,"sku":"9783844313284","price":49.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/ec5b2295-18a3-4bd4-adbf-f78fbc478862.jpg?v=1757825448","url":"https:\/\/shop.autorenwelt.de\/en\/products\/can-market-volume-help-in-predicting-share-market-volatility-von-dorbor-hagba","provider":"Autorenwelt Shop","version":"1.0","type":"link"}