Purpose: The purpose of the study is to examine the dynamics in the troika of asset pricing, volatility, and the … realized volatility measure for the GARCH-type models.Findings: The comprehensive empirical investigation led to the following … estimates neither show any significant impact of past conditional volatility on the current conditional volatility nor any …

-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …

volatility. These implied volatilities differ from the VIX which measures uncertainty about stock prices, not only uncertainty … the volatility of near-future dividends that lingers even as the volatility of the overall market portfolio has started to …

-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …