Stock Volatility In Various Financial Institutions: Case Study of Germany with GARCH Estimations
This study will try to determine the volatility of the stock returns of various financial institutions in Germany during the time period 1998-2007. The reasoning behind targeting Germany is that it is commonly known as one of the most stable and reliable economies in Europe, where Germany has been chosen as a representative case. The study employs a multifactor model, which incorporates interest r
