Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement … and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application …-established GARCH model but also to implied volatility and so-called realised volatility models which are based on intraday volatility …

volatility and intraday Value-at-Risk. Although the models are applied to data for stock traded on the NYSE, they are not …