Anton Abdulbasah Kamil, Zurnila Marli Kesuma
The motivation for studying volatility in stock prices is to find out "what ultimately, is behind day to day movements in prices? The experience found evidence that stock prices appeared to be more volatile than fundamentals (i.e., dividends) could explain. In this study we will go through the debate on excess volatility of stock prices and analyze the econometric aspects of the techniques used in the literature. This paper also will examine, firstly formulation of accumulated values and present values with fixed interest rate and secondly formulation with stochastic approach, latter the result is compared. © Taru Publications.
School of Distance Education, Universiti Sains Malaysia, 11800 USM, Penang, Malaysia; Department of Mathematics, Syiah Kuala University, Banda Aceh, Indonesia
Research at a Glance
Register to unlock
Topics & SDG Alignment
Register to unlock
Collaboration
Register to unlock
Author Profile (Selected)
Register to unlock
References Overview
Register to unlock
Journal & Source
Register to unlock
Metadata & Integrity
Register to unlock