forecasting the daily volatility of Bulgarian investment funds, which will support the investment community in making adequate ….1) are adapted to predict the volatility of investment funds. The current development focuses on forecasting the risk … group. The object of the study includes quantitative analysis, estimation and forecasting of daily volatility through the …

in the last decade to the analysis of volatility and risk management in cryptocurrency investment. Our samples include … cryptocurrencies’ volatility and also according to their main findings pertaining to volatility and risk management in those assets and … consider the support vector machines (SVM). We also argue that the predictability of volatility, risk reduction, and level of …

the latter process. Within this scenario, we consider the so-called Volatility Target (VolTarget) strategy. In particular …, we focus our attention on estimating volatility levels of a risky asset to perform a VolTarget simulation over two … exploiting a Machine Learning (ML) solution. Our solution provides a more accurate volatility estimation, allowing us to derive …

The paper is an investigation on the impact of financial markets on the volatility of the green bonds credit risk … detail, we highlight that the gamma in the two Exponential models is positive: so, the "green" credit risk volatility is more …

financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail …

this paper, we consider a general class of stochastic volatility models written in forward variance form. We also deal with … volatility model with a Vasicek interest rate model. …