issue by characterizing the conditional and unconditional distributions of the realized volatility for the 2008 futures … volatility measures from naive, kernel-based and subsampling estimators are used to obtain inferences about the distributional … and dynamic properties of the ECX emissions futures volatility. The distribution of the daily realized volatility in …

theory. Several quite convincing computer simulations on the forecast of various financial quantities are depicted. We …

unequivocally clear picture of the trade impacts of changes in exchange rates. The impact of exchange rate volatility on trade also … their volatility on trade flows in China, the Euro area and the United States in two broadly defined sectors, agriculture on … the one hand and manufacturing and mining on the other. It finds that exchange volatility impacts trade flows only …

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some … resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of … of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …

High frequency data are often used to construct proxies for the daily volatility in discrete time volatility models … features of the approach are (1) a simple continuous time extension of discrete time volatility models and (2) an abstract … definition of volatility proxy. The theory is applied to eighteen years worth of S&P 500 index data. It is used to construct a …

intradaily measures of volatility. The convenience yield stems from differences in spot and futures prices, and can explain why … price levels, moving averages and carbon futures realized volatility measures as exogenous regressors. These results are of …

return volatility to the heterogeneity of the investors' expectations about the level of the future volatility. Based on a … heterogeneity parameters and the auto-covariance/auto-correlation functions of the realized volatility. We report different … and justify the fact that the volatility exhibits significantly longer memory during the phases of speculative bubble than …

We study the economics of Bitcoin transaction fees in a simple static partial equilibrium model with the specificity …, letting the fee be fixed as the outcome of a decentralized competitive market cannot guarantee the very existence of Bitcoin …

equilibrium in the current Bitcoin mining environment, instead, they should not process any transaction. Finally, we show that the …