We overview different methods of modeling volatility of stock prices and exchange rates, focusing on their ability to … is the central topic of this study. We propose a detailed survey of recent volatility models, accounting for multiple … stochastic volatility model families and often borrow methodological tools from statistical physics. We compare their properties …

Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … nature, as far as volatility, herd behaviour and nascent bubble are concerned. …