system, which will be described in this paper. The hypothesis of the optimal volatility equilibrium is introduced as a pillar … leading to the power law, which states that such system must adjust itself around a level of optimal volatility in order to …

This paper is an attempt to model the volatility of the equity data of the two Indian stock markets. The study found … volatility clustering in the daily returns of indices. Different GARCH models were estimated for various indices of NSE and BSE … for the possibility of volatility transmission within a country and between the two exchanges. The study found volatility …

than other SAARC nations. The study examined the volatility of the markets with the help of the ARCH model and found that … the Indianko and Bangladesh stock markets volatility were significantly influenced higher by the global equity market … benchmark index volatility. This paper is mainly use the institutional investors, academicians, and various stakeholders of …

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

The intraday volatility and volume U-shape pattern is well documented in the literature. It describes the common … behavior at the time of low volatility and they may achieve this by breaking up their trades into smaller parts. At the time of … high volatility informed traders are willing to place large orders at the beginning and the end of the trading day because …

We test the predictive ability of investor sentiment on the return and volatility at the aggregate market level in the … volatility in most of the countries, and in Italy such impacts lead to an increase in returns by 4.7% in the next month …