factor model with that of the heavy tailed univariate stochastic volatility model. A unified analysis of the model, and its …. (2006). 'Analysis of high dimensional multivariate stochastic volatility models', Journal of Econometrics, 134(2), 341 …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

cryptocurrencies and payment means categories. Among the factors that may explain these results, we identify income and age as possible …

The purpose of this paper is to analyze the perspectives and challenges of cryptocurrencies in Georgian and the global … market. As the cryptocurrencies has emerged as the most successful cryptographic currency in history it enables us to conduct … clearly demonstrates how the part of the Georgian population perceive cryptocurrencies. Cryptocurrencies are a new class of …