There has been a rapid growth of range volatility due to the demand of empirical finance. This paper contains a review of the important development of range volatility, including a variety of range definitions and range-based volatility models. In addition, range-based multivariate volatility...

The literature on range volatility modeling has been rapidly expanding due to its importance and applications. This paper provides alternative price range estimators and discusses their empirical properties and limitations. Besides, we review some relevant financial applications for range...

This study investigates the return lead<italic>-</italic>lag and volatility transmission between dry bulk shipping and container shipping freight markets over the period before, during and after the 2008 financial tsunami. Both cointegration analysis and the Granger causality test are applied to explore the...</italic>