Μελέτη της μεταβλητότητας των τιμών του Χρηματιστηρίου Αθηνών (Χ.Α.) κατά την τελευταία 20ετία
Βεργόπουλος, Αγγελής Γ.
SubjectΣτατιστική -- Οικονομετρικές μέθοδοι ; Μετοχές -- Τιμές -- Μαθηματικά μοντέλα ; Μετοχές -- Στατιστικές μέθοδοι ; Χρηματιστήριο Αξιών Αθηνών
In this paper we are examining the volatility of Athens Stock Exchange, during the last two decades (20years), meaning from 1/1993 to 12/1993. In order to measure the volatility, four different estimates are being used, that have been recommended to the below mentioned bibliography. It is also examining the results of Athens Stock Exchange, being based on the fluctuation of the market on every four year basis, along with the period during which important political and financial events have occurred in Greece and not only, on a global scale as well. The results of this research are the following: the political background reflects investors tremendously in their decisions therefore major changes are closely related to the fluctuation of the Stock Market. The above mentioned outcome remains the same irrelevant the measure volatility being used.