interdependence of international tourism demand, as measured by international tourist arrivals, and its associated volatility in the … volatility could affect, positively or negatively, the volatility in tourism demand of neighbouring countries. The empirical … has been conducted to evaluate the role of international tourism, and its associated volatility, within and across various …

volatility, correlation, beta, quadratic variation, jump variation, and other functionals of an underlying continuous …

realized volatility models, not confusing thresholds, asymmetry and leverage, not underestimating the complexity of … multivariate volatility models, and thinking carefully about forecasting models and expertise …

realized volatility models, not confusing thresholds, asymmetry and leverage, not underestimating the complexity of … multivariate volatility models, and thinking carefully about forecasting models and expertise. …

financial instruments in the portfolio and on the volatility of those returns.This task is relatively simple if the correlations … and volatilities do not change over time.But in reality both volatility and stock market indexes’ correlations do change …

In this paper we examine the volatility of aggregate output and employment in Australia with the aid of a frequency … to output volatility in Australia which holds that there was a once and for all sustained reduction in output volatility … in or around 1984. We do not find any convincing evidence for a sustained reduction in the cyclical volatility of the GDP …

This paper explores the influences of financial deepening on growth and its volatility. Following a review of the … output growth but that finance has not shown a significant relationship with output volatility. In the Mexican case …, financial deepening has reduced the volatility of growth which, in turn, has induced higher output growth rates. Further, higher …