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Scaling by the square-root-of-time rule : an empirical investigation using five market indexes

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Country risk and the interaction between gold price and gold stock index return volatilities : evidence from the South African market

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Conventional and Islamic stock market liquidity and volatility during COVID 19

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Dynamic responses of Standard and Poor's Regional Bank Index to the U.S. fear index, VIX

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index (i.e., the Chicago Board of Trade Volatility Index [VIX]). The VIX is designed to perform as a leading indicator of … the volatility in equity markets. However, practitioners observe many periods of divergence between the VIX and S&P 500 …

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Effect of weather on cryptocurrency index : evidences from coinbase index

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Investing in VIX futures based on rolling GARCH models forecasts

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Long memory model : BIST 100 index

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The impact of the volatility of the US government bonds rate on the Islamic index return

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