volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including … the US, UK, Euro Zone and BRICS (Brazil, Russia, India, China and South Africa) countries, as a proxy for the measurement … of volatility. Results from the conditional heteroskedasticity long memory model show the evidence of long memory in the …

This study aims to investigate the dynamic conditional correlation and volatility spillover between the conventional …) approaches to investigate dynamic conditional correlation and volatility spillover between conventional and Islamic stock markets … for a specific time horizon and present time-varying volatility and dynamic conditional correlation, while volatility …