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 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...
