, the author argues that there is a relationship between HFT, increased market volatility, fall in trading activity …

GARCH (MGARCH) and rolling-window estimation techniques, we find evidence in support of the model. Our results have specific …

preferences affect future spot price volatility. Consistent with our expectation, we find that preferences for lotteries by call … option traders directly affect future volatility in the underlying asset …

We study the volatility risk premia for the G9 currencies and find that they are negative, significant, both … statistically and economically, and time varying. Our analysis indicates that the currency volatility risk premia covary with other … interpret these findings as evidence that volatility acts as an aggregate state variable that captures the evolution of the …

This paper will provide information on what happened in the financial crisis of 2008 and how to graph volatility … which markets should be reviewed. A study of the different markets is conducted using volatility, correlation and returns in … three important trading markets — all volatility 3d graphing is performed using the Poseidon software …

mean Lasso-type technique based with a multiplicative structure of Fourier and GARCH terms in volatility is proposed. The …