Accords in that the jump component of the volatility process does not need to be treated separately for the purpose of stress …

between cryptocurrencies prices and stock indices. Surprisingly, a different picture emerges on using conditional volatility … instead of prices. Like, conditional volatility-based estimation uncovers evidence of mean reversion in univariate analysis as … expected. There is some evidence of cointegration on volatility grounds between cryptocurrencies and emerging stock market …