This paper examines the stochastic volatility model suggested by Heston (1993). We employ a time-series approach to … is also found that the daily volatility risk premium presents a quite volatile behavior over time; however, our evidence … suggests that the volatility risk premium has a negligible impact on the pricing performance of Heston´s model. …

opportunities are found. Over time, the underlying payoffs randomly change, i.e. display some "volatility". In response to it …. The long-run dynamics of the process sharply depends on environmental volatility, displaying the following features: (a …) Only if volatility is not too high can the society sustain a dense social network and thus attain a large average payoff …

examine the levels of stock liquidity, trading activity, volatility, and asymmetric information, as well as the order …

expectedperformance of the group of companies concerned, but also affects performance volatility. Itis expected, according to the variant …

¿ market value, and to examine its influence on volatility. The sample used contains all the firms that, while trading in the … certification. To estimate the variation in volatility, we have used four tests, two parametric, one non-parametric and a proposal … certification, increasing also volatility. El objetivo del presente estudio consiste en analizar el impacto que la publicación de la …