describe the most typical features of capital markets like volatility clustering, excess kurtosis and fat tails. As empirical … evidence shows asymmetry is also a prominent feature of stock market returns volatility. The reaction of risk if stock returns …

interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and … differences and similarities utilizing an asymmetric measure of volatility. We find that there are major differences between these …

volatility. Data were gathered over the 2008-2016 period with annual observations for 30 firms currently listed in Indonesian … volatility were added, they were found to be significantly associated with the first lag of oil prices. These findings provide …