EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
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Pan-<strong>Asia</strong>n Volatility Indicators<br />
• The <strong>EVI</strong>s contain three <strong>Asia</strong>n volatility indicators.<br />
• Japan: on average based on 440 stocks (in 2002-<br />
2012)<br />
• <strong>Emerging</strong> <strong>Asia</strong> includes the following countries:<br />
China, India, Indonesia, Malaysia, Pakistan, the<br />
Philippines, Thailand and Taiwan: on average<br />
based on 304 stocks (in 2002-2012)<br />
• Developed <strong>Asia</strong> ex Japan includes: Australia,<br />
Hong Kong, Korea, New Zealand, and Singapore:<br />
on average based on 496 stocks (in 2002-2012)
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