parameterized based on a cash flow simulation, using ordinary least squares regression method for volatility estimation. Therefore …This paper presents a recombining trinomial tree for valuing real options with changing volatility. The trinomial tree … while having sensible transition probabilities between the nodes. The volatility changes are modeled with the changing …

volatility as well as the U.S. economy. We find that - even after accounting for these factors - oil price uncertainty still has … confirms these results. Finally, significant spillover effects in the GARCH model suggest that oil price volatility is a gauge …

growth and dynamic nature require robust methods for modeling their volatility. The Generalized Auto Regressive Conditional … Heteroskedasticity (GARCH) model is a well-known mathematical tool for predicting volatility. Nonetheless, the Realized-GARCH model has … been particularly under-explored in the literature involving cryptocurrency volatility. This study emphasizes an …