Volatility Modeling in Asset Markets
The paper investigates the volatilities of nine asset markets from 2013 to 2021, identifying three factors affecting volatility and a strong correlation in the volatility of Iranian stock returns.
Featured in No. 30 on 20 Dec 2023 ·
- Released
- 1 Oct 2023
- First featured
- No. 30 · 20 Dec 2023
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- Not yet, as far as Semantic Scholar knows
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- 3
- Identifier
- SSRN 4666463
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