Suleymanov, Elchin; Gubadli, Magsud; Yagubov, Ulvi - In: Risks : open access journal 12 (2024) 5, pp. 1-18
The present study aimed to investigate the presence of asymmetric stochastic volatility and leverage effects within the …. Using the results of the asymmetric stochastic volatility model, we evaluated both the Nasdaq-100 index as a whole and the …