Abstract:The spread of the Covid-19 virus on all continents has caused a rapid evolution of the volatility of stock indices. To prevent and counteract the effects of this global event, researchers have tried to identify the causes, amplitude, and persistence of volatility. To measure volatility using statistical models, most authors chose the number of illnesses or deaths caused by the Covid-19 virus. However, the method of recording and reporting the number of illnesses and deaths by each state, assumed certain shortc… Show more
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