the global currency market. However, exchange rate volatility patterns differ: Lower volatility is observed for the koruna … reflected in the behavior of their implied volatility. …

/Dollar return volatility. We highlight and analyze the pre-announcement, contemporaneous and postannouncement reactions. Using high …-frequency intraday data and within the framework of ARCH-type and realized volatility models, we show that volatility increases in the … volatility as expected by the theoretical literature on order flow. …

intraday data of foreign exchange market. The so-called ‘volatility’, a quantity indicating the risk or activity in financial …

, 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 …

principal method used for the research. The results were also illustrated using examples and simulation studies. Volatility … statistical properties of volatility modeling. …

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some … of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …

volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …

volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …