Test of Volatile Behaviors with the Asymmetric Stochastic Volatility Model: An Implementation on Nasdaq-100
The present study aimed to investigate the presence of asymmetric stochastic volatility and leverage effects within the Nasdaq-100 index. This index is widely regarded as an important indicator for investors. We focused on the nine leading stocks within the index, which are highly popular and hold s...
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| Principais autores: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2024-05-01
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| Serier: | Risks |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2227-9091/12/5/76 |
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