Purpose - This article examines volatility spillovers, cross-market correlation, and comovements between selected developed and former communist emerging stock markets in the European Union. Modelling the behavioural dynamics of European stock markets represents a vital topic in a fascinating...

The major aim of this empirical study is to estimate the volatility time series returns for a cluster of international stock markets, such as: Switzerland, Austria, China and Hong Kong. The paper demonstrates statistical modeleling in order to capture volatility clusters and changes in long and...