250-day time window were investigated by measuring realized stock returns and realized volatility. We examined the normal … distribution and frequency distribution for both daily stock returns and volatility. We also determined the beta-coefficient and … correlation among the stocks for 15 years and found that, during the crisis period, the beta-coefficient between the market index …

The main aim of this paper is to investigate volatility spillover effects, the impact of past volatility on present … emerging stock markets capture the volatility patterns of developed stock markets located in the same region. The empirical … volatility clustering, interdependence, correlations, financial integration and leptokurtosis. Symmetric and asymmetric GARCH …

This research offers a comprehensive review of the volatility spillover patterns in the Gulf Cooperation Council (GCC … changes in the directional patterns of volatility during the pandemic. …