an empirical study of volatility

An Empirical Study of Volatility in Cryptocurrency Market - MDPI

This paper analyzes the performance of four mostly traded, different cryptocurrencies in terms of their risk and return.

An empirical study on the characterization of implied volatility and ...

This study investigates the problem of pricing model selection for SSE 50 ETF options in the Chinese market.

AN EMPIRICAL STUDY OF VOLATILITY AND TRADING VOLUME ...

Third, this paper reveals a volume-volatility relationship from the Taiwan stock market, whereas most empirical studies come from developed countries. Therefore ...

An Empirical Study on Volatility Forecasting Ability of Various ...

This article investigates the volatility dynamics of major global stock indexes, including the FTSE 100, Hang Seng Index, NIKKEI 225, and S&P 500.

An Empirical Study of Volatility in Cryptocurrency Market

This paper analyzes the performance of four mostly traded, different cryptocurrencies in terms of their risk and return.

An empirical study of volatility and market quality

The aim of this study is to develop a simplified tool to measure pricing efficiency using volatility from price. Volatility is a major ...

Empirical Studies on Volatility in International Stock Markets

About this book. Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of ...

An Empirical Study of Volatility in Seven Southeast Asian Stock ...

AN EMPIRICAL STUDY OF VOLATILITY IN SEVEN. SOUTHEAST ASIAN STOCK MARKETS USING ARV. MODELS. Mike K.P. So, K. Lam and W.K. Li*. INTRODUCTION. The study of ...

[PDF] An Empirical Study of Volatility in Cryptocurrency Market

Cryptocurrencies have gained a lot of attraction across the globe. Most observers of the cryptocurrency market will agree that crypto volatility is in a ...

Stock returns and volatility: An empirical study of the UK stock market

The relationship between the unexpected components of the returns and volatility series is less clear: we find evidence for a negative relationship but only ...

An Empirical Study Of Volatility And Trading Volume Dynamics

Downloadable! This paper examines the dynamic relationship of volatility and trading volume using a bivariate vector autoregressive methodology. This study ...

An Empirical Study on the Volatility Impact of Equity Derivatives on ...

The study examines the impact of equity derivative trading on the volatility of spot market in India. Monthly time series data for the ...

An empirical study of volatility and trading volume of heterogeneity ...

This study found bidirectional causal relations between trading volume and volatility, which is in accordance with a sequential information arrival hypothesis, ...

Volatility in International Stock Markets: An Empirical Study during ...

The purpose of this paper is to analyze the impact of COVID-19 on the return and volatility of the stock market indices of the top 10 countries based on GDP.

An Empirical Study Of Volatility Of Nifty Returns And Net Fiis Flows

The study under consideration is an endeavor to empirically investigate the causal relationships existing between Nifty returns and FII flows and also to ...

On the Volatility of Online Ratings: An Empirical Study - SpringerLink

Many online rating systems represent product quality using metrics such as the mean and the distribution of ratings. However, the mean usually becomes ...

An empirical investigation of return spillover and volatility dynamics ...

Studies examining the volatility/uncertainty spillovers across markets, businesses, and sectors in the instance of India are few. This study used the variance ...

An empirical study of volatility in seven Southeast Asian stock ...

An empirical study of volatility in seven Southeast Asian stock markets using ARV models · Cited By Counts · Online Attention · Usage Metrics · Similar Items.

International Transmission of Volatility Shocks: An Empirical Analysis

At short horizons, the contribution of the volatility shock is small with the maximum share around 2%. At the two-year horizon, this shock contributes about 10% ...

An Empirical Study of Volatility in Seven Southeast Asian Stock ...

An Empirical Study of Volatility in Seven Southeast Asian Stock Markets Using ARV Models ... This paper investigates the volatility persistence, ...