I also want to ask a question.
In the OT subforum, there is the Meta OT thread
Is there any "Meta" thread for other sub-forums? (yes, the search engine .., but...)
I mean I'm interested in the asymmetric relation between volatility and returns on the (US) equity market. More specifically, I'm looking for comments (drawn from empirical observation, and/or theory) about this relation over small timeframes. What's the most appropriate timeframe to observe this relation? To what extent does this relation hold over small timeframes?
It there already a thread discussing this topic?
Please, flag if my question just doesn't make sense.