Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …

trading. The volatility of yields of the four bonds more than doubled in the wake of the Russian devaluation on August 17th …

Financial market volatility is an important element when setting up port- folio management strategies, option pricing … and market regulation. The Subprime crisis affected all markets around the world. Daily data of twelve stock indexes for … bigger impact on stock market volatility, namely at sensitivity, persistence and asymmetric effects. …

trading. The volatility of yields of the four bonds more than doubled in the wake of the Russian devaluation on August 17th …