Finance English
Analysis

ما هو تكتل التقلبات؟

تكتل التقلبات The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “تكتل التقلبات” Used in Practice?

تكتل التقلبات هو ملاحظة أساسية في القياس الاقتصادي المالي، ويدعم استخدام نماذج GARCH لتقييم المخاطر.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

ما هو تكتل التقلبات؟

The empirical tendency for large changes in financial markets to be followed by further large changes, and small changes by small changes, indicating persistence in volatility.

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