This paper investigates the price volatility and trading volume relationship in the forward freight agreement (FFA … contemporaneous and positive relation between trading volume and volatility, which is in line with evidence from financial markets and … the Mixture of Distribution Hypothesis. However, increases in price volatility lead to lower future trading activities in …

This paper investigates the importance of return heterogeneity and volatility for the foreign exchange rate on the New … Taiwan (NT) dollar in terms of the U. S. dollar. We describe the price behavior of the foreign exchange market through the … both market agents and the intraday characteristics of the price process. Evidence also reveals that Taiwan's foreign …

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 …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …

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 …

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 …

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 …