مخاطر تقلب عوائد مؤشرات الأسواق المالية : دراسة قياسية للبيانات اليومية من سبتمبر 2014 إلى سبتمبر 2018 خاصة بمؤشر بورصة فرانكفورت Dax 30

الملخص EN

The objective of investors interest in analyzing the volatility of the returns of financial market indicators is to make their investment decisions.

As the Dax30 index of the Frankfurt Stock Exchange is volatile and highly risky a suitable statistical model has been constructed by sampling a daily time series extending from 01 / 09 / 2014 to 01 / 10 / 2018 was sampled with a total of 1036 views.

The GARCH model which takes price fluctuations during trading periods, takes into account the effect of random error distribution on the accuracy of the model.

The GARCH-M model was used to indicate that there is a positive correlation between the risk and return from this indicator which helps the investor to know the nature of risk and volatility when forecasting.