methods. The effects ofseveral modelcharacteristics (unit roots, GARCH, stochastic volatility, heavy taileddisturbance …

In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given …. With regard to the West German unemployment, the effects of volatility are empirically analysed using three different … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …

stochastic volatility. Estimation of the model delivers measures of daily variation outperforming their non …When analysing the volatility related to high frequency financial data, mostly non-parametric approaches based on …

In this paper, we study forecasting problems of Bitcoin-realized volatility computed on data from the largest crypto … model and forecast Bitcoin volatility. The empirical results demonstrate that least squares model-averaging methods in …

interventions at the ZLB within a dynamic general equilibrium model. We find a pronounced volatility of real and nominal …

estimation of nonlinear threshold models is developed. Unlike standard grid-based estimation, the Bayesian approach fully …