Browsing by Keywords "volatility"

Now showing items 1-7 of 7

  • Derivatives market before and after the financial crisis.

    H.M.U., MSc in MBA for Engineers
    Authors: Georgakis, Spyridon
    Thesis advisor: Floros, Christos
    Publication Date: 2020-10-19
    Volatility in financial markets plays a very important role in making or wrecking the fortunes of investors. The study of volatility has attracted growing attention by researchers and policy makers since it is a measurement ...

  • Financial risk management with calculating methods.

    H.M.U., School of Management and Economic Sciences (SMES) MSc in Accounting and Auditing
    Authors: Papadakis, Charalampos
    Thesis advisor: Floros, Christos
    Publication Date: 2020-05-12
    The volatility of stock markets is a research field that has been the focus of most financial economics for the last forty years. Following the 2008 global economic downturn, there is a greater need for volatility estimation ...

  • Danger and volatility in commodities.

    H.M.U., School of Management and Economic Sciences (SMES), MSc in Financial Management
    Authors: Savvakis, Michail
    Thesis advisor: Floros, Christos
    Publication Date: 2023-06-30
    The objective of this thesis is to analyze the seasonality of the volatility of commodity prices, through models to estimate their returns. More specifically, it examines whether the change in commodity prices is due either ...

  • Risk and seasonality in stock markets.

    H.M.U., School of Management and Economic Sciences (SMES), MSc in Financial Management
    Authors: Schoinoplokaki, Paraskevi
    Thesis advisor: Floros, Christos
    Publication Date: 2021-06-22
    The present study examines the risk and seasonality presented in stock prices through volatility and returns estimation models. Specifically, the research is conducted on dominant stock indices and volatility indices of ...

  • Statistical analysis of stock indices using high frequency data.

    T.E.I. of Crete, School of Management and Economics (SDO), Department of Accounting and Finance
    Authors: Karilakis, Emmanouil; Rovithi, Efsevia; Tsagkarakis-Megalogiannis, Dimitrios
    Thesis advisor: Floros, Christos
    Publication Date: 2018-05-14
    At the beginning of our thesis we analyse the existence of high-frequency trading at an economic and empirical level. Then, we focus our attention to the analysis of stock index volatility at high frequency intervals in a ...

  • Statistical analysis of stock indices in Europe.

    T.E.I. of Crete, School of Engineering (STEF), IPPS in MBA for Engineers
    Authors: Xylouris, Ioannis
    Thesis advisor: Floros, Christos
    Publication Date: 2020-04-07
    This thesis is submitted as required for the acquisition of the Postgraduate Diploma MBA for Engineers of the departments of Technological Applications and Economics and Management. The aim of the thesis is to examine the ...

  • Calculations of variability in the prices of goods: 2012-2017.

    T.E.I. of Crete, School of Management and Economics (SDO), Department of Accounting and Finance
    Authors: Kanaki, Athina; Pliakou, Eleni; Spanaki, Elpida
    Thesis advisor: Floros, Christos
    Publication Date: 2018-05-15
    In summary, this paper examines theoretically, through a bibliographic review, the underlying causes of excessive price volatility for four commodities and a metal of paramount importance for all countries: coffee, maize, ...