---
title: Volatility Modeling in Asset Markets
url: https://www.ml-quant.com/papers/ssrn/4666463/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4666463
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4666463
featured: 2023-12-20
citations: unknown
topic: Derivatives & Volatility
---


# Volatility Modeling in Asset Markets

The paper investigates the volatilities of nine asset markets from 2013 to 2021, identifying three factors affecting volatility and a strong correlation in the volatility of Iranian stock returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4666463
- Identifier: SSRN 4666463
- Released: 2023-10-01
- First featured: Quant Letter No. 30 (2023-12-20): https://www.ml-quant.com/issues/2023-12-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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