asset volatility, particularly in estimation of the intrinsic value of stock options. …Volatility is one of the most important characteristics of any financial instrument return. The idea which states that … volatility of financial assets and it corresponds well with the efficient market hypothesis. Therefore, all volatility models use …

This paper empirically examines the relationship between trading volume and conditional volatility of returns in the … arrival hypothesis (SIAH). Through this study, we especially aim to test the volatility persistence degree without volume …. Firstly, we confirm the strong positive relationship between trading volume and returns conditional volatility issued from …

cor-relations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang … transform, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model … approach, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, estimating …

This study examines the return and volatility behaviour of Borsa Istanbul Real Estate Investment Trusts (REITs) Index … exist and the volatility pattern across days of the week and months of the year are statistically different. The return …