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 …

We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … problem uses a direct estimator of volatility based on the sample standard deviation of increments from the underlying …

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

increasingly exposed to model risks stemming from model misspecification, estimation risk or measurement error. In view of these …

examines stock market volatility around national elections and finds that investors are exposed to substantial election risk …. Factors that magnify the election-induced excess volatility are identified. The third part presents new empirical evidence …

drivers, such as consumer demand for green power, natural gas price volatility, and wholesale market rules. …