Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The … volatility of an asset of composite index can be traded by using volatility derivatives, such as volatility and variance swaps …, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility …

liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … financial economics and financial econometrics, specifically dynamic price integration in the global gold market, a conditional …