This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets …

returns, at-the-money implied volatilities and model-free volatility expectations for every firm. For one-day-ahead estimation …The volatility information content of stock options for individual firms is measured using option prices for 149 U ….S. firms and the S&P 100 index. ARCH and regression models are used to compare volatility forecasts defined by historical stock …

of the put option, special attention is devoted to the estimation of the volatility for the underlying stock. We analyze … observed daily yields for four different timeframes to estimate the resulting volatility of the stock for Allianz SE using … estimation through a simple moving average, an exponentially weighted average, a GARCH-, and a T-GARCH-Model. We find that the …

price volatility in agricultural markets to rise. Rather, fundamental factors are made responsible for this. Therefore, most …

volatility in agricultural markets to rise. Rather, fundamental factors are responsible for this. Therefore, most papers are not …

at high-frequency controlling for intraday periodicity, volatility clustering and volatility persistence. We find that …