, including market-based estimation of stochastic volatility models, the fine structure of equity-index option dynamics, leverage … and feedback effects in multifactor Wishart stochastic volatility for option pricing, option pricing with non …-Gaussian scaling and infinite-state switching volatility, stock return and cash flow predictability: the role of volatility risk, the …

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 …

volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH … the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in other …