Investing in stocks and shares is a common strategy to pursue potential gains while considering future financial needs, such as retirement and children's education. Effectively managing investment risk requires thoroughly analyzing stock market returns and making informed predictions....

The purpose of this paper is to examine the asymmetric relationship betweenprice and implied volatility and the associated extreme quantile dependence usinglinear and non linear quantile regression approach. Our goal in this paper is todemonstrate that the relationship between the volatility and...