's history. An almost similar dramatic change in intraday volatility was observed on April 4, 2000 when DJIA dropped by 4 … intraday asset volatility. There are numerous models available in the finance literature to model financial asset volatility …) volatility of the financial assets. The family of basic GARCH models work well for modelling daily volatility but they are proven …

This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its … neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into … then adopted to test for the persistence of volatility in stock market returns, as represented by stock market indices …