This study focus on applying the Heston's stochastic volatility model, to the Greek stock market, by estimating the … parameters of this model using the Maximum Likelihood Estimation method. In addition, the model will be used in order to manifest … futures values of volatility …

value robust volatility estimator with respect to the standard robust volatility estimator as proposed in the paper by … Muneer & Maheswaran (2018b). We show that the robust volatility ratio is unbiased both in the population as well as in finite … samples. We empirically test the robust volatility ratio on 9 global stock indices from America, Asia Pacific and EMEA markets …