, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …

stochastic volatility. The description of the unconditional distribution for the absolute returns is in good agreement with the … volatility clusters are described by a scaling law for the distribution of returns conditional to the value at the previous day …

This study assesses macroeconomic volatility in Costa Rica, based largely on politically weak governments' inability or … unwillingness to effect key reforms. Notable problems include volatility-prone fiscal and monetary policy, structurally weak public …

, their discount factors and attitudes towards risk) on the volatility equity prices. We briefly summarize some of the … have significant implications for understanding the volatility of prives of financial assets. …

This study proposes a new approach to the estimation of daily volatility in financial markets. To do this we evaluate a … number of traditional estimators of daily volatility based upon intra-day data and propose a new estimator of daily … volatility based upon intra-day data which is both unbiased and efficient. …

Volatility is one of the most important characteristics of any financial instrument return. The idea which states that … volatility of financial assets and it corresponds well with the efficient market hypothesis. Therefore, all volatility models use … implements the assumption that the volatility of an asset depends on the market volatility. But the relationship is not …

average index (Nikkei 225) and other financial markets by introducing a volatility-constrained correlation metric. The …