-frequency traders / Erdinç Akyıldırım, Albert Altarovici, and Cumhur Ekinci -- Machine news and volatility : the Dow Jones industrial … average and the TRNA real-time high-frequency sentiment series / David E. Allen, Michael J. McAleer, and Abhay K. Singh … flow and states of asset volatility / Kin-Yip Ho, Yanlin Shi, and Zhaoyong Zhang -- News releases and stock market …

The present study aims to investigate the dynamics of primary commodity prices and the role of speculation over time …. In particular the relationship between speculation and price volatility on the one side, and the linkage between … excessive speculation and price volatility on the other side, is carefully examined with the scope to establish whether …

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …