Volatility forecasting is an important task for those associated with the financial markets, and has occupied the attention of academics and practitioners over the last two decades. This research paper reflects the importance of volatility in option pricing, security valuation and risk...

The cryptocurrency market has recently gained a lot of interest from investors worldwide but is also much more volatile than the stock market. Volatility is a significant characteristic of both exchange markets and has a great influence on investment behavior. However, there is little research...

Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical...