dimensions: price, volatility and liquidity. By comparing the Garman-Klass volatilities of bitcoin spot and futures prices with … those of different assets, we find that both the bitcoin spot and futures markets exhibit relatively high volatility … market shows a mid-level liquidity. We also find while the exchange margin is set to meet the normal price volatility that …

volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …

volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … of the volatility parameter for an asset using methods of the Bayesian approach to statistics. As prior distributions for … volatility parameter, models of the Gamma family and the Standard Levy are assumed. The results obtained using the proposed …

short sales implemented have not corrected the falls in quotations or the volatility. However, there is a significant …

COVID-19 pandemic on the dates of study, as the main result it is obtained that in general there is a very high volatility …

By computing a volatility index (CVX) from cryptocurrency option prices, we analyze this market's expectation of future … volatility. Our method addresses the challenging liquidity environment of this young asset class and allows us to extract stable … correction model can be used as an indicator for market implied tail-risk. Comparing our CVX to existing volatility benchmarks …

the performance and volatility of the entire stock market and across 13 industries during the four Covid-19 outbreaks in …

Purpose: The objective of the paper is to highlight the volatility of wind energy production, the renewable source of … analyse the volatility of indices in the financial field, but the present study, as well as others before, showed that it also …: The results of the study show a GARCH term of 0.936, which points out a volatility comparable to some of the riskiest …

open economy when public spending is productive and volatility-reducing using a portfolio approach. The main result of the … its activity to maximize welfarewhen productive spending is also volatility-reducing. The empirical evidence based on a …